-1.8%
CARR vs PCAR
+12.4%
-14.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.9% |
| 7D | -0.7% | +3.7% | -4.3% | -2.9% |
| 30D | +0.3% | -2.9% | +3.2% | +2.0% |
| 3M | -14.9% | -21.7% | +6.8% | -0.9% |
| 6M | -14.9% | -6.6% | -8.2% | -12.3% |
| YTD | +7.0% | -2.2% | +9.3% | +9.9% |
| 1Y | -1.8% | +12.2% | -14.0% | -5.4% |
| All | -1.8% | +12.4% | -14.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling