-46.0%
CPNG vs PCAR
+101.4%
-147.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.2% |
| 7D | +13.4% | +0.1% | +13.3% | +13.5% |
| 30D | +10.0% | -4.6% | +14.6% | +12.1% |
| 3M | -0.4% | -22.6% | +22.2% | +10.1% |
| 6M | -8.9% | -12.0% | +3.0% | -4.8% |
| YTD | -30.9% | -6.1% | -24.8% | -30.3% |
| 1Y | -43.8% | +6.3% | -50.2% | -46.5% |
| 3Y | -2.5% | +31.8% | -34.2% | -25.7% |
| All | -46.0% | +101.4% | -147.4% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling