+112.6%
PCAR vs CBOE
+194.5%
-81.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.2% |
| 7D | +3.5% | +6.0% | -2.5% | +3.4% |
| 30D | -2.3% | +19.9% | -22.2% | -2.6% |
| 3M | -19.3% | +28.4% | -47.7% | -19.7% |
| 6M | -7.1% | +5.2% | -12.3% | -6.9% |
| YTD | -2.8% | +46.4% | -49.2% | -4.2% |
| 1Y | +9.3% | +41.8% | -32.5% | +7.9% |
| 3Y | +33.5% | +114.4% | -80.9% | +23.0% |
| 5Y | +112.6% | +202.9% | -90.3% | +74.9% |
| All | +112.6% | +194.5% | -81.9% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling