-66.8%
CPNG vs PCAR
+97.1%
-164.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.2% | +3.5% | +3.8% | +6.0% |
| 30D | +3.2% | -2.3% | +5.5% | +4.1% |
| 3M | +0.9% | -19.3% | +20.2% | +9.1% |
| 6M | -3.8% | -7.1% | +3.3% | -1.8% |
| YTD | -30.8% | -2.8% | -28.0% | -31.0% |
| 1Y | -43.5% | +9.3% | -52.8% | -46.5% |
| 3Y | +6.6% | +33.5% | -26.9% | -15.2% |
| 5Y | -45.3% | +112.6% | -157.9% | -68.2% |
| All | -66.8% | +97.1% | -164.0% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling