+643.3%
PCAR vs CG
+351.2%
+292.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 6M | +0.4% | -9.2% | +9.6% | +2.6% |
| YTD | +14.8% | -18.9% | +33.7% | +20.8% |
| 1Y | +30.1% | -25.6% | +55.7% | +40.3% |
| 3Y | +66.7% | +57.3% | +9.4% | +37.5% |
| 5Y | +166.1% | +10.2% | +156.0% | +135.4% |
| 10Y | +353.7% | +364.2% | -10.5% | +143.9% |
| All | +643.3% | +351.2% | +292.1% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling