+276.9%
PCAR vs CI
+147.8%
+129.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | +3.5% | +2.6% | +0.9% | +2.7% |
| 30D | -2.3% | +7.3% | -9.6% | -4.4% |
| 3M | -19.3% | +9.5% | -28.8% | -21.6% |
| 6M | -7.1% | +6.4% | -13.5% | -9.4% |
| YTD | -2.8% | +12.0% | -14.8% | -6.9% |
| 1Y | +9.3% | +20.1% | -10.8% | +2.4% |
| 3Y | +33.5% | +9.6% | +23.9% | +23.6% |
| 5Y | +112.6% | +52.7% | +59.9% | +70.0% |
| 10Y | +276.9% | +150.3% | +126.7% | +146.5% |
| All | +276.9% | +147.8% | +129.1% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling