+314.3%
PCAR vs CFG
+351.2%
-36.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.6% | -0.3% |
| 7D | +2.2% | -2.2% | +4.3% | +3.0% |
| 30D | -4.4% | +0.4% | -4.8% | -4.5% |
| 3M | -21.4% | -12.6% | -8.8% | -17.3% |
| 6M | -7.3% | +0.6% | -7.9% | -7.6% |
| YTD | -3.8% | +12.4% | -16.2% | -8.2% |
| 1Y | +6.3% | +27.7% | -21.4% | -3.4% |
| 3Y | +34.4% | +172.4% | -138.0% | -9.9% |
| 5Y | +109.2% | +64.0% | +45.3% | +64.6% |
| 10Y | +312.9% | +252.8% | +60.1% | +113.0% |
| All | +314.3% | +351.2% | -36.9% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling