+9.7%
PCAR vs CFG
+28.5%
-18.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +3.8% | +0.7% | +3.1% | +3.4% |
| 30D | -2.0% | +2.8% | -4.7% | -3.6% |
| 3M | -19.1% | -10.1% | -9.0% | -14.0% |
| 6M | -6.8% | +3.2% | -10.0% | -8.9% |
| YTD | -2.5% | +14.2% | -16.7% | -11.9% |
| 1Y | +9.7% | +27.4% | -17.8% | -9.2% |
| All | +9.7% | +28.5% | -18.8% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling