+367.9%
PCAR vs CBOE
+385.3%
-17.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -6.9% | +2.7% | -9.6% | -7.3% |
| 3M | +2.1% | +0.7% | +1.4% | +1.6% |
| 6M | +1.6% | -2.0% | +3.6% | +0.9% |
| YTD | +12.2% | +17.1% | -4.9% | +7.6% |
| 1Y | +28.0% | +26.5% | +1.5% | +20.6% |
| 3Y | +61.0% | +96.1% | -35.2% | +34.1% |
| 5Y | +163.9% | +149.3% | +14.6% | +104.2% |
| 10Y | +367.9% | +386.5% | -18.6% | +166.1% |
| All | +367.9% | +385.3% | -17.4% | +166.1% |
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