+8.4%
PCG vs CARR
+7.1%
+1.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.6% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | -0.5% | -1.1% | +0.6% | -0.3% |
| 3M | -24.0% | -13.8% | -10.1% | -21.6% |
| 6M | -18.6% | -16.5% | -2.1% | -16.1% |
| YTD | -17.7% | +4.9% | -22.6% | -20.2% |
| 1Y | -20.0% | -2.7% | -17.3% | -21.1% |
| 3Y | -20.2% | +10.4% | -30.7% | -26.7% |
| 5Y | +8.4% | +7.7% | +0.7% | -4.8% |
| All | +8.4% | +7.1% | +1.2% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling