+14,725.3%
PCAR vs CGNX
+12,397.0%
+2,328.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.2% | +3.2% | -3.4% | -0.9% |
| 30D | -6.9% | -3.7% | -3.2% | -6.3% |
| 3M | +2.1% | +1.0% | +1.1% | +1.4% |
| 6M | +1.6% | +22.1% | -20.5% | -3.4% |
| YTD | +12.2% | +72.7% | -60.5% | -2.7% |
| 1Y | +28.0% | +40.4% | -12.3% | +15.3% |
| 3Y | +61.0% | +45.2% | +15.7% | +40.3% |
| 5Y | +163.9% | -26.7% | +190.6% | +158.5% |
| 10Y | +367.9% | +178.5% | +189.4% | +232.1% |
| All | +14,725.3% | +12,397.0% | +2,328.3% | +5,159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling