+7,312.5%
CB vs PCAR
+7,832.0%
-519.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -2.0% | +0.7% |
| 7D | +5.3% | +3.7% | +1.6% | +4.0% |
| 30D | +13.2% | -2.9% | +16.1% | +14.3% |
| 3M | +7.8% | -21.7% | +29.5% | +17.1% |
| 6M | +15.8% | -6.6% | +22.4% | +17.6% |
| YTD | +21.0% | -2.2% | +23.2% | +20.2% |
| 1Y | +32.2% | +12.2% | +19.9% | +24.8% |
| 3Y | +76.7% | +36.5% | +40.2% | +51.5% |
| 5Y | +110.4% | +113.5% | -3.2% | +52.1% |
| 10Y | +261.0% | +319.4% | -58.5% | +102.2% |
| All | +7,312.5% | +7,832.0% | -519.5% | +1,581.9% |
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