-16.4%
PCG vs CART
+21.6%
-38.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -13.9% | +1.0% | -14.9% | -13.9% |
| 30D | -16.9% | +12.6% | -29.5% | -17.4% |
| 3M | -14.7% | +23.1% | -37.9% | -15.7% |
| 6M | -23.8% | +39.5% | -63.4% | -25.4% |
| YTD | -10.5% | +13.5% | -24.0% | -11.3% |
| 1Y | -5.1% | +14.9% | -20.0% | -6.3% |
| All | -16.4% | +21.6% | -38.0% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling