+80.5%
PCG vs CARR
+414.1%
-333.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.8% |
| 7D | +0.5% | -4.1% | +4.6% | +1.1% |
| 30D | -18.9% | -11.0% | -7.9% | -17.7% |
| 3M | -15.8% | -16.4% | +0.5% | -14.1% |
| 6M | -22.6% | -2.4% | -20.2% | -22.9% |
| YTD | -12.2% | +8.4% | -20.6% | -13.8% |
| 1Y | -7.1% | -8.0% | +0.9% | -6.9% |
| 3Y | -15.8% | +0.6% | -16.4% | -17.5% |
| 5Y | +53.3% | +7.7% | +45.6% | +44.4% |
| All | +80.5% | +414.1% | -333.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling