+31.8%
PCAR vs CFG
+168.6%
-136.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | -4.6% | +1.1% | -5.6% | -5.0% |
| 3M | -22.6% | -12.0% | -10.6% | -18.2% |
| 6M | -12.0% | -2.2% | -9.7% | -11.1% |
| YTD | -6.1% | +11.4% | -17.5% | -10.5% |
| 1Y | +6.3% | +27.8% | -21.5% | -4.2% |
| 3Y | +31.8% | +173.3% | -141.5% | -4.1% |
| All | +31.8% | +168.6% | -136.8% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling