+279.0%
PCAR vs CG
+294.2%
-15.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | -4.6% | +5.0% | -9.6% | -6.3% |
| 3M | -22.6% | -18.2% | -4.4% | -17.8% |
| 6M | -12.0% | -20.7% | +8.7% | -5.9% |
| YTD | -6.1% | -31.4% | +25.3% | +4.2% |
| 1Y | +6.3% | -22.3% | +28.6% | +13.1% |
| 3Y | +31.8% | +50.2% | -18.4% | +9.1% |
| 5Y | +104.2% | -22.1% | +126.2% | +102.0% |
| All | +279.0% | +294.2% | -15.2% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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