+10.7%
PCAR vs CG
-18.8%
+29.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +3.8% | +2.0% | +1.9% | +3.2% |
| 30D | -2.0% | +8.5% | -10.5% | -4.0% |
| 3M | -19.1% | -12.1% | -6.9% | -16.9% |
| 6M | -6.8% | -16.4% | +9.6% | -3.6% |
| YTD | -2.5% | -28.0% | +25.5% | +4.2% |
| All | +10.7% | -18.8% | +29.5% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling