+243.0%
CB vs PCAR
+326.7%
-83.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.8% |
| 7D | -1.5% | +2.9% | -4.4% | -2.6% |
| 30D | +6.5% | -2.1% | +8.7% | +7.3% |
| 3M | +4.1% | -20.4% | +24.4% | +12.8% |
| 6M | +14.4% | -7.0% | +21.4% | +16.3% |
| YTD | +17.5% | -2.6% | +20.2% | +16.4% |
| 1Y | +27.5% | +9.8% | +17.8% | +20.2% |
| 3Y | +71.6% | +37.3% | +34.3% | +40.1% |
| 5Y | +100.6% | +116.4% | -15.8% | +28.6% |
| 10Y | +243.0% | +293.0% | -50.0% | +77.6% |
| All | +243.0% | +326.7% | -83.7% | +77.6% |
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