+645.4%
PCAR vs CBOE
+1,045.3%
-400.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -3.6% | +3.1% | +0.3% |
| 30D | -6.2% | +5.1% | -11.3% | -7.3% |
| 3M | +5.9% | +4.6% | +1.3% | +4.2% |
| 6M | +0.4% | -0.3% | +0.7% | -0.9% |
| YTD | +14.8% | +19.8% | -4.9% | +8.2% |
| 1Y | +30.1% | +28.4% | +1.7% | +20.2% |
| 3Y | +66.7% | +104.1% | -37.5% | +32.7% |
| 5Y | +166.1% | +150.9% | +15.2% | +97.1% |
| 10Y | +353.7% | +393.5% | -39.8% | +157.1% |
| All | +645.4% | +1,045.3% | -400.0% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling