+295.0%
PCAR vs CI
+149.2%
+145.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | +0.3% | +6.4% | -6.1% | -1.6% |
| 3M | -17.9% | +10.7% | -28.6% | -20.5% |
| 6M | -3.4% | +5.5% | -8.9% | -5.5% |
| YTD | -0.1% | +11.4% | -11.5% | -4.2% |
| 1Y | +13.4% | +15.0% | -1.6% | +7.7% |
| 3Y | +37.2% | +9.0% | +28.2% | +27.3% |
| 5Y | +117.3% | +52.0% | +65.4% | +74.1% |
| 10Y | +295.0% | +150.9% | +144.0% | +160.1% |
| All | +295.0% | +149.2% | +145.8% | +160.1% |
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