+71.0%
CME vs PCAR
+101.4%
-30.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +13.2% | -4.6% | +17.7% | +13.4% |
| 3M | +16.3% | -22.6% | +38.8% | +17.3% |
| 6M | +7.1% | -12.0% | +19.1% | +7.6% |
| YTD | +15.8% | -6.1% | +21.9% | +15.7% |
| 1Y | +17.1% | +6.3% | +10.8% | +15.9% |
| 3Y | +63.2% | +31.8% | +31.4% | +53.4% |
| All | +71.0% | +101.4% | -30.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling