+71.1%
PCG vs CARR
+394.0%
-322.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +2.2% | +3.5% | -1.3% | +1.7% |
| 30D | +0.8% | +0.4% | +0.4% | +0.7% |
| 3M | -23.8% | -14.1% | -9.7% | -22.4% |
| 6M | -19.6% | -16.7% | -2.9% | -18.1% |
| YTD | -16.7% | +4.2% | -20.9% | -17.9% |
| 1Y | -19.4% | -0.2% | -19.2% | -20.1% |
| 3Y | -18.3% | +10.9% | -29.2% | -20.7% |
| 5Y | +10.4% | +3.9% | +6.5% | +4.5% |
| All | +71.1% | +394.0% | -322.9% | +80.9% |
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