+67.6%
PCAR vs CBOE
+103.4%
-35.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -0.5% | -3.6% | +3.1% | -0.8% |
| 30D | -6.2% | +5.1% | -11.3% | -5.7% |
| 3M | +5.9% | +4.6% | +1.3% | +6.5% |
| 6M | +0.4% | -0.3% | +0.7% | +1.0% |
| YTD | +14.8% | +19.8% | -4.9% | +18.0% |
| 1Y | +30.1% | +28.4% | +1.7% | +34.8% |
| All | +67.6% | +103.4% | -35.8% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling