+908.9%
PCAR vs CF
+5,277.9%
-4,369.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -3.3% |
| 7D | +2.2% | +0.4% | +1.8% | +1.8% |
| 30D | -4.4% | +2.2% | -6.6% | -5.3% |
| 3M | -21.4% | +2.1% | -23.5% | -22.5% |
| 6M | -7.3% | -6.5% | -0.8% | -7.0% |
| YTD | -3.8% | +55.6% | -59.3% | -18.7% |
| 1Y | +6.3% | +42.3% | -36.0% | -7.9% |
| 3Y | +34.4% | +55.7% | -21.4% | +10.2% |
| 5Y | +109.2% | +122.4% | -13.2% | +43.9% |
| 10Y | +312.9% | +568.5% | -255.7% | +78.6% |
| All | +908.9% | +5,277.9% | -4,369.0% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling