+115.2%
PCAR vs CFG
+61.7%
+53.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.9% | +3.2% | +1.7% | +3.6% |
| 30D | -1.4% | +5.1% | -6.6% | -3.4% |
| 3M | -18.1% | -11.2% | -6.9% | -14.1% |
| 6M | -4.0% | +9.6% | -13.6% | -7.4% |
| YTD | -1.5% | +15.0% | -16.4% | -7.0% |
| 1Y | +13.2% | +29.9% | -16.7% | +1.9% |
| 3Y | +35.8% | +192.1% | -156.3% | -11.1% |
| All | +115.2% | +61.7% | +53.5% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling