+83.9%
PCG vs CARR
+441.9%
-358.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.3% |
| 7D | -13.9% | +1.6% | -15.4% | -14.0% |
| 30D | -16.9% | -8.7% | -8.1% | -15.9% |
| 3M | -14.7% | -12.6% | -2.2% | -13.5% |
| 6M | -23.8% | -1.5% | -22.3% | -24.2% |
| YTD | -10.5% | +14.3% | -24.8% | -12.7% |
| 1Y | -5.1% | -4.6% | -0.5% | -5.4% |
| 3Y | -11.6% | +7.3% | -19.0% | -14.0% |
| 5Y | +59.0% | +11.6% | +47.4% | +48.7% |
| All | +83.9% | +441.9% | -358.0% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling