+276.9%
PCAR vs CFG
+230.2%
+46.8%
-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% | +0.3% | 0.0% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | -2.3% | +2.8% | -5.1% | -3.3% |
| 3M | -19.3% | -10.1% | -9.3% | -16.1% |
| 6M | -7.1% | +3.2% | -10.3% | -8.2% |
| YTD | -2.8% | +14.2% | -17.0% | -7.7% |
| 1Y | +9.3% | +27.4% | -18.1% | -0.2% |
| 3Y | +33.5% | +187.6% | -154.1% | -10.9% |
| 5Y | +112.6% | +65.7% | +46.9% | +68.1% |
| 10Y | +276.9% | +219.7% | +57.3% | +127.3% |
| All | +276.9% | +230.2% | +46.8% | +127.3% |
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