+106.6%
PCAR vs CF
+120.6%
-13.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | +0.1% | -3.2% | +3.2% | +0.3% |
| 30D | -4.6% | +4.3% | -8.9% | -5.0% |
| 3M | -22.6% | +2.8% | -25.4% | -22.9% |
| 6M | -12.0% | +0.6% | -12.6% | -12.4% |
| YTD | -6.1% | +56.6% | -62.7% | -12.7% |
| 1Y | +6.3% | +49.6% | -43.3% | -0.6% |
| 3Y | +31.8% | +61.5% | -29.7% | +20.3% |
| All | +106.6% | +120.6% | -13.9% | +76.4% |
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