+303.7%
PCAR vs CSGP
+71.3%
+232.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | +2.2% | +13.9% | -11.7% | -1.0% |
| 30D | -4.4% | +16.0% | -20.4% | -8.3% |
| 3M | -21.4% | +6.1% | -27.5% | -23.3% |
| 6M | -7.3% | -8.2% | +0.8% | -7.0% |
| YTD | -3.8% | -52.3% | +48.6% | +13.6% |
| 1Y | +6.3% | -54.5% | +60.8% | +27.1% |
| 3Y | +34.4% | -58.6% | +93.0% | +62.2% |
| 5Y | +109.2% | -61.5% | +170.7% | +151.1% |
| All | +303.7% | +71.3% | +232.4% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling