+425.9%
CARR vs PCAR
+310.2%
+115.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | -8.7% | -6.9% | -1.8% | -4.7% |
| 3M | -18.4% | +2.1% | -20.5% | -19.7% |
| 6M | -0.6% | +1.6% | -2.2% | -1.9% |
| YTD | +10.9% | +12.2% | -1.3% | +3.3% |
| 1Y | -7.3% | +28.0% | -35.3% | -20.6% |
| 3Y | +2.9% | +61.0% | -58.1% | -25.5% |
| 5Y | +9.6% | +163.9% | -154.3% | -41.1% |
| All | +425.9% | +310.2% | +115.7% | +126.7% |
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