+172.3%
PCAR vs CSGP
-64.7%
+237.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | -0.5% | -4.1% | +3.6% | +0.3% |
| 30D | -6.2% | +2.3% | -8.5% | -7.0% |
| 3M | +5.9% | -8.2% | +14.1% | +7.1% |
| 6M | +0.4% | -35.1% | +35.5% | +9.9% |
| YTD | +14.8% | -54.0% | +68.9% | +36.1% |
| 1Y | +30.1% | -65.3% | +95.4% | +66.7% |
| 3Y | +66.7% | -62.6% | +129.2% | +105.1% |
| All | +172.3% | -64.7% | +237.0% | +210.4% |
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