+60.5%
PCAR vs CGNX
+43.9%
+16.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -1.6% | +1.5% | -3.0% | -1.8% |
| 30D | -7.3% | -1.8% | -5.5% | -7.1% |
| 3M | +7.8% | +5.3% | +2.6% | +6.3% |
| 6M | +3.6% | +22.3% | -18.7% | -0.9% |
| YTD | +12.9% | +72.2% | -59.3% | -1.6% |
| 1Y | +27.3% | +39.8% | -12.5% | +16.1% |
| All | +60.5% | +43.9% | +16.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling