-23.9%
PCG vs CART
+38.4%
-62.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -1.6% | +3.0% | -4.6% | -1.7% |
| 30D | +1.4% | +28.6% | -27.1% | +0.1% |
| 3M | -23.4% | +29.1% | -52.5% | -24.5% |
| 6M | -19.4% | +44.7% | -64.1% | -21.1% |
| YTD | -18.5% | +29.2% | -47.7% | -19.8% |
| 1Y | -19.5% | +66.2% | -85.7% | -22.4% |
| 3Y | -21.0% | +112.8% | -133.8% | -26.7% |
| All | -23.9% | +38.4% | -62.3% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling