+20.4%
PG vs CART
+40.2%
-19.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.7% |
| 30D | +9.2% | +19.2% | -10.0% | +9.0% |
| 3M | +18.5% | +17.6% | +0.9% | +18.3% |
| 6M | +21.1% | +47.4% | -26.3% | +20.8% |
| YTD | +21.9% | +30.9% | -9.0% | +21.8% |
| 1Y | +18.1% | +46.0% | -27.9% | +17.8% |
| 3Y | +20.6% | +130.3% | -109.8% | +17.2% |
| All | +20.4% | +40.2% | -19.7% | +18.5% |
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 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