+293.0%
PCAR vs CI
+158.0%
+134.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -2.1% | +4.7% | -6.8% | -3.5% |
| 3M | -20.4% | +5.2% | -25.6% | -21.7% |
| 6M | -7.0% | +3.8% | -10.8% | -8.6% |
| YTD | -2.6% | +9.2% | -11.9% | -6.0% |
| 1Y | +9.8% | +14.3% | -4.5% | +4.4% |
| 3Y | +37.3% | +8.4% | +28.8% | +27.4% |
| 5Y | +116.4% | +50.0% | +66.4% | +74.0% |
| 10Y | +293.0% | +142.2% | +150.8% | +162.7% |
| All | +293.0% | +158.0% | +134.9% | +162.7% |
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