+71.8%
CB vs PCAR
+31.0%
+40.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | +9.1% | -4.6% | +13.6% | +9.6% |
| 3M | +3.4% | -22.6% | +26.0% | +6.0% |
| 6M | +14.1% | -12.0% | +26.1% | +15.2% |
| YTD | +18.0% | -6.1% | +24.1% | +17.9% |
| 1Y | +30.1% | +6.3% | +23.8% | +27.6% |
| 3Y | +71.8% | +31.8% | +40.0% | +65.0% |
| All | +71.8% | +31.0% | +40.8% | +65.0% |
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 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