+59.9%
CME vs PCAR
+36.1%
+23.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.3% |
| 7D | -0.6% | +2.9% | -3.5% | -0.4% |
| 30D | +8.5% | -2.1% | +10.7% | +8.4% |
| 3M | +16.0% | -20.4% | +36.4% | +14.4% |
| 6M | +9.3% | -7.0% | +16.3% | +9.1% |
| YTD | +15.3% | -2.6% | +18.0% | +15.4% |
| 1Y | +14.4% | +9.8% | +4.6% | +15.1% |
| 3Y | +59.9% | +37.3% | +22.7% | +67.6% |
| All | +59.9% | +36.1% | +23.8% | +67.6% |
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 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