-70.0%
CPNG vs PCAR
+127.6%
-197.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -7.6% | -0.2% | -7.4% | -7.5% |
| 30D | -8.8% | -6.9% | -1.9% | -6.4% |
| 3M | -7.2% | +2.1% | -9.3% | -8.4% |
| 6M | -21.5% | +1.6% | -23.1% | -22.6% |
| YTD | -37.4% | +12.2% | -49.7% | -40.9% |
| 1Y | -54.3% | +28.0% | -82.4% | -59.3% |
| 3Y | -20.3% | +61.0% | -81.3% | -41.5% |
| 5Y | -51.2% | +163.9% | -215.1% | -73.4% |
| All | -70.0% | +127.6% | -197.6% | -83.5% |
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