+1,103.9%
PCAR vs CF
+5,948.3%
-4,844.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.1% |
| 7D | -0.5% | +6.0% | -6.5% | -2.3% |
| 30D | -6.2% | +14.8% | -21.1% | -10.1% |
| 3M | +5.9% | +14.1% | -8.2% | +1.3% |
| 6M | +0.4% | +28.5% | -28.1% | -9.4% |
| YTD | +14.8% | +74.9% | -60.1% | -5.7% |
| 1Y | +30.1% | +61.7% | -31.6% | +8.9% |
| 3Y | +66.7% | +80.3% | -13.7% | +31.2% |
| 5Y | +166.1% | +226.0% | -59.8% | +62.4% |
| 10Y | +353.7% | +569.9% | -216.2% | +97.1% |
| All | +1,103.9% | +5,948.3% | -4,844.4% | +122.1% |
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 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