+364.4%
PCAR vs CF
+569.3%
-204.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | -0.5% | +6.0% | -6.5% | -1.8% |
| 30D | -6.2% | +14.8% | -21.1% | -9.0% |
| 3M | +5.9% | +14.1% | -8.2% | +2.6% |
| 6M | +0.4% | +28.5% | -28.1% | -6.9% |
| YTD | +14.8% | +74.9% | -60.1% | -1.2% |
| 1Y | +30.1% | +61.7% | -31.6% | +13.8% |
| 3Y | +66.7% | +80.3% | -13.7% | +38.8% |
| 5Y | +166.1% | +226.0% | -59.8% | +76.0% |
| All | +364.4% | +569.3% | -204.9% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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