+70.4%
PCAR vs CSGP
-61.9%
+132.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -0.5% | -4.1% | +3.6% | +0.1% |
| 30D | -6.2% | +2.3% | -8.5% | -6.8% |
| 3M | +5.9% | -8.2% | +14.1% | +7.0% |
| 6M | +0.4% | -35.1% | +35.5% | +9.3% |
| YTD | +14.8% | -54.0% | +68.9% | +35.7% |
| 1Y | +30.1% | -65.3% | +95.4% | +67.6% |
| All | +70.4% | -61.9% | +132.4% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling