+61.1%
PCG vs CARR
+11.7%
+49.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +5.4% | +3.2% | +2.2% | +4.7% |
| 30D | -15.1% | -7.7% | -7.5% | -13.7% |
| 3M | -9.8% | -11.9% | +2.1% | -7.8% |
| 6M | -18.0% | +2.0% | -20.0% | -19.6% |
| YTD | -7.2% | +13.2% | -20.4% | -11.4% |
| 1Y | +2.9% | -8.5% | +11.4% | +3.3% |
| 3Y | -11.1% | +5.0% | -16.1% | -16.4% |
| All | +61.1% | +11.7% | +49.4% | +38.3% |
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