+278.2%
PCAR vs CFG
+230.2%
+48.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.8% | +0.7% | +3.1% | +3.6% |
| 30D | -2.0% | +2.8% | -4.7% | -2.9% |
| 3M | -19.1% | -10.1% | -9.0% | -15.8% |
| 6M | -6.8% | +3.2% | -10.0% | -7.9% |
| YTD | -2.5% | +14.2% | -16.7% | -7.3% |
| 1Y | +9.7% | +27.4% | -17.8% | +0.1% |
| 3Y | +34.0% | +187.6% | -153.6% | -10.6% |
| 5Y | +113.3% | +65.7% | +47.6% | +68.7% |
| 10Y | +278.2% | +219.7% | +58.5% | +128.1% |
| All | +278.2% | +230.2% | +48.0% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling