-22.4%
PCG vs CART
+37.6%
-60.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +5.8% | +27.1% | -21.3% | +4.5% |
| 3M | -22.8% | +27.4% | -50.2% | -23.8% |
| 6M | -18.4% | +32.1% | -50.5% | -19.7% |
| YTD | -16.9% | +28.5% | -45.3% | -18.2% |
| 1Y | -17.6% | +58.8% | -76.4% | -20.3% |
| 3Y | -20.0% | +114.8% | -134.7% | -25.9% |
| All | -22.4% | +37.6% | -60.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling