+19.6%
CME vs PCAR
+12.4%
+7.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.7% | +1.7% |
| 7D | +4.8% | +3.7% | +1.2% | +5.1% |
| 30D | +14.2% | -2.9% | +17.1% | +13.8% |
| 3M | +17.9% | -21.7% | +39.6% | +14.8% |
| 6M | +7.2% | -6.6% | +13.9% | +7.2% |
| YTD | +16.7% | -2.2% | +19.0% | +18.1% |
| 1Y | +19.6% | +12.2% | +7.3% | +22.7% |
| All | +19.6% | +12.4% | +7.1% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling