+172.3%
PCAR vs CF
+227.0%
-54.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -0.5% | +6.0% | -6.5% | -1.0% |
| 30D | -6.2% | +14.8% | -21.1% | -7.4% |
| 3M | +5.9% | +14.1% | -8.2% | +4.5% |
| 6M | +0.4% | +28.5% | -28.1% | -3.3% |
| YTD | +14.8% | +74.9% | -60.1% | +6.0% |
| 1Y | +30.1% | +61.7% | -31.6% | +21.2% |
| 3Y | +66.7% | +80.3% | -13.7% | +51.0% |
| All | +172.3% | +227.0% | -54.7% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling