+383.2%
CARR vs PCAR
+256.5%
+126.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.3% | +3.8% | -8.1% | -6.4% |
| 30D | -4.2% | -2.0% | -2.2% | -3.2% |
| 3M | -16.1% | -19.1% | +3.0% | -5.0% |
| 6M | -20.1% | -6.8% | -13.2% | -17.1% |
| YTD | +1.9% | -2.5% | +4.4% | +3.0% |
| 1Y | -6.1% | +9.7% | -15.7% | -11.5% |
| 3Y | +7.3% | +34.0% | -26.7% | -13.4% |
| 5Y | +4.4% | +113.3% | -109.0% | -36.7% |
| All | +383.2% | +256.5% | +126.7% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling