+285.9%
PCAR vs CBOE
+514.1%
-228.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.1% | +4.5% | -2.4% | +1.4% |
| 30D | -1.2% | +26.2% | -27.4% | -4.7% |
| 3M | -18.6% | +27.1% | -45.7% | -21.7% |
| 6M | -5.1% | +4.2% | -9.3% | -6.0% |
| YTD | -1.8% | +48.0% | -49.8% | -9.2% |
| 1Y | +10.6% | +42.4% | -31.8% | +3.0% |
| 3Y | +34.9% | +116.8% | -81.9% | +12.6% |
| 5Y | +114.0% | +199.0% | -85.1% | +62.5% |
| All | +285.9% | +514.1% | -228.1% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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