+0.5%
PG vs CART
+11.0%
-10.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -2.0% |
| 7D | -3.4% | -9.5% | +6.1% | -3.3% |
| 30D | -2.6% | -7.8% | +5.2% | -2.5% |
| 3M | -3.3% | +10.4% | -13.8% | -3.4% |
| 6M | -6.7% | +20.1% | -26.8% | -6.8% |
| YTD | +1.7% | +3.7% | -1.9% | +1.9% |
| 1Y | -7.9% | +2.6% | -10.5% | -7.8% |
| All | +0.5% | +11.0% | -10.6% | -0.9% |
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 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