+109.2%
PCAR vs CSGP
-62.1%
+171.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | +2.2% | +13.9% | -11.7% | -0.5% |
| 30D | -4.4% | +16.0% | -20.4% | -7.7% |
| 3M | -21.4% | +6.1% | -27.5% | -23.0% |
| 6M | -7.3% | -8.2% | +0.8% | -6.9% |
| YTD | -3.8% | -52.3% | +48.6% | +13.0% |
| 1Y | +6.3% | -54.5% | +60.8% | +26.3% |
| 3Y | +34.4% | -58.6% | +93.0% | +61.2% |
| 5Y | +109.2% | -61.5% | +170.7% | +141.8% |
| All | +109.2% | -62.1% | +171.3% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling