+293.0%
PCAR vs CG
+320.1%
-27.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +1.5% |
| 7D | +2.9% | +3.0% | -0.1% | +1.9% |
| 30D | -2.1% | +10.1% | -12.3% | -5.4% |
| 3M | -20.4% | -10.8% | -9.5% | -17.8% |
| 6M | -7.0% | -15.2% | +8.2% | -2.6% |
| YTD | -2.6% | -26.9% | +24.3% | +5.9% |
| 1Y | +9.8% | -17.0% | +26.8% | +14.4% |
| 3Y | +37.3% | +54.6% | -17.4% | +12.6% |
| 5Y | +116.4% | -16.7% | +133.2% | +109.6% |
| 10Y | +293.0% | +320.1% | -27.2% | +113.5% |
| All | +293.0% | +320.1% | -27.2% | +113.5% |
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