+285.9%
PCAR vs CI
+145.6%
+140.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.1% |
| 7D | +2.1% | -1.7% | +3.8% | +2.6% |
| 30D | -1.2% | +4.9% | -6.1% | -2.6% |
| 3M | -18.6% | +7.4% | -26.0% | -20.4% |
| 6M | -5.1% | +0.4% | -5.5% | -5.7% |
| YTD | -1.8% | +9.5% | -11.2% | -5.3% |
| 1Y | +10.6% | +12.0% | -1.3% | +5.9% |
| 3Y | +34.9% | +7.1% | +27.8% | +25.8% |
| 5Y | +114.0% | +49.3% | +64.6% | +72.3% |
| All | +285.9% | +145.6% | +140.3% | +156.1% |
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