+172.3%
PCAR vs CG
+10.1%
+162.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -0.5% | -4.3% | +3.8% | +0.8% |
| 30D | -6.2% | -5.1% | -1.1% | -4.9% |
| 3M | +5.9% | +8.7% | -2.8% | +2.9% |
| 6M | +0.4% | -9.2% | +9.6% | +2.5% |
| YTD | +14.8% | -18.9% | +33.7% | +20.6% |
| 1Y | +30.1% | -25.6% | +55.7% | +40.0% |
| 3Y | +66.7% | +57.3% | +9.4% | +39.6% |
| All | +172.3% | +10.1% | +162.2% | +133.0% |
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