+295.0%
PCAR vs CG
+299.0%
-4.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | +2.2% | -3.8% | +6.0% | +3.4% |
| 30D | +0.3% | +7.5% | -7.2% | -2.2% |
| 3M | -17.9% | -14.4% | -3.6% | -14.1% |
| 6M | -3.4% | -15.7% | +12.2% | +1.2% |
| YTD | -0.1% | -29.0% | +28.9% | +9.6% |
| 1Y | +13.4% | -22.1% | +35.5% | +20.6% |
| 3Y | +37.2% | +49.1% | -11.9% | +13.9% |
| 5Y | +117.3% | -18.4% | +135.7% | +111.8% |
| 10Y | +295.0% | +295.1% | -0.1% | +121.2% |
| All | +295.0% | +299.0% | -4.0% | +121.2% |
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