+6.3%
PCAR vs CSGP
-56.4%
+62.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.3% | -2.3% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | -4.6% | +10.7% | -15.3% | -4.3% |
| 3M | -22.6% | +3.3% | -25.9% | -22.4% |
| 6M | -12.0% | -10.3% | -1.6% | -12.0% |
| YTD | -6.1% | -54.6% | +48.5% | -2.8% |
| 1Y | +6.3% | -54.6% | +61.0% | +9.9% |
| All | +6.3% | -56.4% | +62.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling