+4,098.2%
PCAR vs CSGP
+3,520.0%
+578.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +3.1% |
| 7D | +3.7% | +18.3% | -14.6% | -0.3% |
| 30D | -2.9% | +17.8% | -20.7% | -7.0% |
| 3M | -21.7% | +9.3% | -31.0% | -24.0% |
| 6M | -6.6% | -7.9% | +1.3% | -6.6% |
| YTD | -2.2% | -51.5% | +49.3% | +12.1% |
| 1Y | +12.2% | -53.3% | +65.6% | +29.7% |
| 3Y | +36.5% | -57.9% | +94.4% | +59.5% |
| 5Y | +113.5% | -61.3% | +174.8% | +149.1% |
| 10Y | +319.4% | +77.5% | +241.9% | +235.7% |
| All | +4,098.2% | +3,520.0% | +578.2% | +1,835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling