+6.3%
PCAR vs CF
+42.3%
-36.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -1.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.3% |
| 30D | -4.4% | +2.2% | -6.6% | -4.2% |
| 3M | -21.4% | +2.1% | -23.5% | -21.1% |
| 6M | -7.3% | -6.5% | -0.8% | -7.5% |
| YTD | -3.8% | +55.6% | -59.3% | -10.4% |
| 1Y | +6.3% | +42.3% | -36.0% | +2.1% |
| All | +6.3% | +42.3% | -36.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling