+40.7%
CVS vs PCAR
+363.2%
-322.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +4.0% | -0.5% | +4.5% | +4.1% |
| 30D | -2.4% | -6.2% | +3.8% | -0.3% |
| 3M | +2.7% | +5.9% | -3.2% | +0.3% |
| 6M | +21.9% | +0.4% | +21.5% | +20.9% |
| YTD | +24.7% | +14.8% | +9.9% | +18.0% |
| 1Y | +35.4% | +30.1% | +5.3% | +22.1% |
| 3Y | +65.2% | +66.7% | -1.5% | +31.5% |
| 5Y | +30.5% | +166.1% | -135.6% | -15.8% |
| All | +40.7% | +363.2% | -322.5% | -30.7% |
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