+7,451.3%
CME vs PCAR
+2,405.1%
+5,046.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.4% |
| 7D | +3.7% | +2.2% | +1.5% | +2.6% |
| 30D | +13.7% | -4.4% | +18.1% | +15.9% |
| 3M | +16.6% | -21.4% | +38.0% | +29.4% |
| 6M | +8.2% | -7.3% | +15.5% | +10.5% |
| YTD | +16.3% | -3.8% | +20.1% | +15.6% |
| 1Y | +19.1% | +6.3% | +12.8% | +12.6% |
| 3Y | +67.4% | +34.4% | +33.0% | +33.8% |
| 5Y | +71.0% | +109.2% | -38.3% | +5.6% |
| 10Y | +338.9% | +312.9% | +26.0% | +77.6% |
| All | +7,451.3% | +2,405.1% | +5,046.2% | +1,270.2% |
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