+285.9%
PCAR vs CFG
+214.3%
+71.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +2.1% | +1.6% | +0.5% | +1.5% |
| 30D | -1.2% | +3.3% | -4.5% | -2.4% |
| 3M | -18.6% | -11.5% | -7.1% | -14.8% |
| 6M | -5.1% | +6.2% | -11.3% | -7.2% |
| YTD | -1.8% | +14.3% | -16.0% | -6.7% |
| 1Y | +10.6% | +26.7% | -16.1% | +1.2% |
| 3Y | +34.9% | +187.8% | -152.8% | -10.0% |
| 5Y | +114.0% | +61.3% | +52.7% | +70.8% |
| All | +285.9% | +214.3% | +71.6% | +131.0% |
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