+37.2%
CVS vs PCAR
+296.2%
-259.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.9% |
| 7D | -7.1% | +0.1% | -7.2% | -7.4% |
| 30D | -4.0% | -4.6% | +0.6% | -2.8% |
| 3M | -12.2% | -22.6% | +10.3% | -4.7% |
| 6M | -2.2% | -12.0% | +9.8% | +1.3% |
| YTD | +8.9% | -6.1% | +15.0% | +9.8% |
| 1Y | +9.9% | +6.3% | +3.5% | +5.9% |
| 3Y | +32.1% | +31.8% | +0.3% | +13.9% |
| 5Y | +5.7% | +104.2% | -98.5% | -25.3% |
| All | +37.2% | +296.2% | -259.0% | -29.2% |
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 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