-69.0%
CPNG vs PCAR
+99.2%
-168.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -6.9% | +2.1% | -9.0% | -7.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.6% |
| 3M | -6.3% | -18.6% | +12.3% | +1.0% |
| 6M | -3.8% | -5.1% | +1.2% | -2.6% |
| YTD | -35.2% | -1.8% | -33.4% | -35.7% |
| 1Y | -47.0% | +10.6% | -57.6% | -50.0% |
| 3Y | -0.2% | +34.9% | -35.1% | -20.9% |
| 5Y | -42.5% | +114.0% | -156.4% | -66.6% |
| All | -69.0% | +99.2% | -168.2% | -82.0% |
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