+294.0%
PCAR vs CFG
+242.7%
+51.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -4.6% | +1.1% | -5.6% | -4.9% |
| 3M | -22.6% | -12.0% | -10.6% | -18.8% |
| 6M | -12.0% | -2.2% | -9.7% | -11.2% |
| YTD | -6.1% | +11.4% | -17.5% | -10.0% |
| 1Y | +6.3% | +27.8% | -21.5% | -3.1% |
| 3Y | +31.8% | +173.3% | -141.5% | -10.6% |
| 5Y | +104.2% | +62.4% | +41.7% | +62.5% |
| All | +294.0% | +242.7% | +51.3% | +116.1% |
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