+70.4%
PCAR vs CG
+58.1%
+12.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -0.5% | -4.3% | +3.8% | +0.9% |
| 30D | -6.2% | -5.1% | -1.1% | -4.9% |
| 3M | +5.9% | +8.7% | -2.8% | +2.7% |
| 6M | +0.4% | -9.2% | +9.6% | +2.7% |
| YTD | +14.8% | -18.9% | +33.7% | +21.1% |
| 1Y | +30.1% | -25.6% | +55.7% | +40.8% |
| All | +70.4% | +58.1% | +12.3% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling