+114.0%
PCAR vs CG
-21.9%
+135.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.4% |
| 7D | +2.1% | -1.5% | +3.6% | +2.5% |
| 30D | -1.2% | +5.7% | -6.9% | -3.0% |
| 3M | -18.6% | -17.9% | -0.7% | -14.1% |
| 6M | -5.1% | -20.2% | +15.1% | +0.8% |
| YTD | -1.8% | -32.0% | +30.2% | +8.5% |
| 1Y | +10.6% | -27.0% | +37.7% | +19.5% |
| 3Y | +34.9% | +42.8% | -7.8% | +16.2% |
| 5Y | +114.0% | -23.4% | +137.4% | +104.8% |
| All | +114.0% | -21.9% | +135.9% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling