+52.0%
CVS vs PCAR
+326.7%
-274.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.5% |
| 7D | -3.7% | +2.9% | -6.6% | -4.9% |
| 30D | -0.3% | -2.1% | +1.8% | +0.1% |
| 3M | -10.3% | -20.4% | +10.1% | -3.5% |
| 6M | -4.6% | -7.0% | +2.4% | -3.0% |
| YTD | +10.7% | -2.6% | +13.4% | +10.4% |
| 1Y | +11.2% | +9.8% | +1.5% | +6.2% |
| 3Y | +43.0% | +37.3% | +5.8% | +21.8% |
| 5Y | +8.6% | +116.4% | -107.8% | -24.6% |
| 10Y | +52.0% | +293.0% | -241.0% | -15.1% |
| All | +52.0% | +326.7% | -274.7% | -15.1% |
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