-17.4%
CPNG vs PCAR
+68.2%
-85.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -7.4% | -0.5% | -6.9% | -7.4% |
| 30D | -4.4% | -6.2% | +1.8% | -3.3% |
| 3M | -7.5% | +5.9% | -13.4% | -8.8% |
| 6M | -19.9% | +0.4% | -20.3% | -20.4% |
| YTD | -35.2% | +14.8% | -50.0% | -37.2% |
| 1Y | -46.8% | +30.1% | -76.9% | -49.8% |
| All | -17.4% | +68.2% | -85.6% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling