+5.6%
CVS vs PCAR
+12.4%
-6.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.0% | -16.6% | -13.1% |
| 7D | -11.1% | +3.7% | -14.8% | -11.7% |
| 30D | -7.4% | -2.9% | -4.5% | -6.7% |
| 3M | -22.9% | -21.7% | -1.2% | -18.7% |
| 6M | -1.2% | -6.6% | +5.5% | +0.5% |
| YTD | +3.9% | -2.2% | +6.1% | +4.2% |
| 1Y | +5.6% | +12.2% | -6.7% | +4.2% |
| All | +5.6% | +12.4% | -6.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling