+19.4%
PG vs CART
+39.2%
-19.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +2.9% | +1.5% | +1.4% | +2.9% |
| 30D | +12.0% | +22.4% | -10.4% | +11.9% |
| 3M | +16.2% | +16.5% | -0.3% | +16.1% |
| 6M | +16.6% | +44.9% | -28.3% | +16.3% |
| YTD | +20.9% | +30.0% | -9.1% | +20.8% |
| 1Y | +17.8% | +59.1% | -41.2% | +17.4% |
| 3Y | +21.2% | +138.8% | -117.6% | +17.4% |
| All | +19.4% | +39.2% | -19.8% | +17.5% |
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 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