+1,652.2%
CVS vs PCAR
+12,524.9%
-10,872.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.7% |
| 7D | -7.1% | +0.1% | -7.2% | -7.3% |
| 30D | -4.0% | -4.6% | +0.6% | -3.0% |
| 3M | -12.2% | -22.6% | +10.3% | -6.5% |
| 6M | -2.2% | -12.0% | +9.8% | +0.5% |
| YTD | +8.9% | -6.1% | +15.0% | +9.8% |
| 1Y | +9.9% | +6.3% | +3.5% | +7.1% |
| 3Y | +32.1% | +31.8% | +0.3% | +19.8% |
| 5Y | +5.7% | +104.2% | -98.5% | -15.4% |
| 10Y | +39.0% | +302.9% | -263.9% | -7.8% |
| All | +1,652.2% | +12,524.9% | -10,872.7% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling