-14.6%
PCG vs CARR
+2.2%
-16.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.9% |
| 7D | +6.5% | +0.6% | +5.8% | +6.4% |
| 30D | -16.7% | -8.7% | -8.1% | -15.6% |
| 3M | -14.2% | -18.4% | +4.2% | -11.7% |
| 6M | -21.5% | -0.6% | -20.8% | -22.4% |
| YTD | -11.2% | +10.9% | -22.1% | -14.1% |
| 1Y | -4.2% | -7.3% | +3.1% | -4.3% |
| All | -14.6% | +2.2% | -16.8% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling