+33.6%
PCAR vs CART
+38.4%
-4.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | -4.6% | +28.6% | -33.1% | -6.4% |
| 3M | -22.6% | +29.1% | -51.6% | -24.1% |
| 6M | -12.0% | +44.7% | -56.7% | -14.6% |
| YTD | -6.1% | +29.2% | -35.3% | -8.3% |
| 1Y | +6.3% | +66.2% | -59.8% | +1.2% |
| 3Y | +31.8% | +112.8% | -81.0% | +21.3% |
| All | +33.6% | +38.4% | -4.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 5y: compounded portfolio wealth divided by compounded CART 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…
5y analysis · Full analysis span regression · 6 months rolling