-16.0%
PCG vs CART
+61.3%
-77.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.9% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | +8.5% | +29.7% | -21.2% | +9.0% |
| 3M | -22.9% | +29.7% | -52.6% | -22.6% |
| 6M | -16.8% | +36.8% | -53.6% | -15.6% |
| YTD | -15.8% | +31.7% | -47.4% | -16.8% |
| 1Y | -16.0% | +62.4% | -78.4% | -17.5% |
| All | -16.0% | +61.3% | -77.3% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling