+3.2%
PG vs CART
+21.6%
-18.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | +1.9% | +1.0% | +0.8% | +1.8% |
| 30D | -0.2% | +12.6% | -12.9% | -0.3% |
| 3M | +4.8% | +23.1% | -18.3% | +4.7% |
| 6M | -6.1% | +39.5% | -45.6% | -6.3% |
| YTD | +4.5% | +13.5% | -9.1% | +4.5% |
| 1Y | -5.3% | +14.9% | -20.2% | -5.3% |
| All | +3.2% | +21.6% | -18.4% | +1.7% |
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