+548.5%
PCAR vs CBOE
+1,317.1%
-768.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | +2.2% | +6.9% | -4.8% | +0.7% |
| 30D | +0.3% | +24.1% | -23.8% | -4.4% |
| 3M | -17.9% | +30.9% | -48.9% | -22.9% |
| 6M | -3.4% | +5.9% | -9.3% | -5.5% |
| YTD | -0.1% | +48.2% | -48.3% | -10.4% |
| 1Y | +13.4% | +43.5% | -30.0% | +2.5% |
| 3Y | +37.2% | +117.0% | -79.8% | +8.8% |
| 5Y | +117.3% | +203.4% | -86.0% | +54.5% |
| 10Y | +295.0% | +515.9% | -221.0% | +112.7% |
| All | +548.5% | +1,317.1% | -768.6% | +134.6% |
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 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