+397.5%
CARR vs PCAR
+265.1%
+132.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.5% | +1.5% |
| 7D | -1.9% | +2.2% | -4.1% | -3.2% |
| 30D | -1.1% | +0.3% | -1.4% | -1.4% |
| 3M | -13.8% | -17.9% | +4.1% | -3.3% |
| 6M | -16.5% | -3.4% | -13.1% | -15.2% |
| YTD | +4.9% | -0.1% | +5.0% | +4.5% |
| 1Y | -2.7% | +13.4% | -16.1% | -10.1% |
| 3Y | +10.4% | +37.2% | -26.8% | -12.0% |
| 5Y | +7.7% | +117.3% | -109.6% | -35.4% |
| All | +397.5% | +265.1% | +132.3% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling