+6,781.2%
CME vs PCAR
+2,889.3%
+3,891.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | +6.2% | -6.2% | +12.5% | +9.2% |
| 3M | +10.4% | +5.9% | +4.5% | +6.8% |
| 6M | -9.5% | +0.4% | -9.9% | -11.1% |
| YTD | +6.0% | +14.8% | -8.8% | -2.4% |
| 1Y | +9.3% | +30.1% | -20.8% | -5.8% |
| 3Y | +57.7% | +66.7% | -9.0% | +14.2% |
| 5Y | +77.7% | +166.1% | -88.4% | -1.8% |
| 10Y | +281.2% | +353.7% | -72.4% | +49.1% |
| All | +6,781.2% | +2,889.3% | +3,891.9% | +1,056.7% |
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 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