+47.8%
CVS vs PCAR
+37.3%
+10.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | +0.1% |
| 7D | +12.0% | +2.2% | +9.8% | +11.5% |
| 30D | +2.8% | +0.3% | +2.4% | +2.7% |
| 3M | -3.6% | -17.9% | +14.4% | +0.3% |
| 6M | -1.6% | -3.4% | +1.8% | -1.1% |
| YTD | +16.3% | -0.1% | +16.4% | +15.8% |
| 1Y | +15.5% | +13.4% | +2.1% | +12.2% |
| All | +47.8% | +37.3% | +10.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling