+10.2%
CARR vs PCAR
+66.6%
-56.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | -8.7% | -6.2% | -2.5% | -5.4% |
| 3M | -12.6% | +5.9% | -18.5% | -15.7% |
| 6M | -1.5% | +0.4% | -1.9% | -2.3% |
| YTD | +14.3% | +14.8% | -0.5% | +5.7% |
| 1Y | -4.6% | +30.1% | -34.7% | -17.9% |
| All | +10.2% | +66.6% | -56.3% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling