+367.2%
PCAR vs CI
+146.1%
+221.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -0.5% | +1.3% | -1.8% | -0.9% |
| 30D | -6.2% | +4.4% | -10.7% | -7.5% |
| 3M | +5.9% | +0.7% | +5.2% | +5.2% |
| 6M | +0.4% | +0.3% | +0.1% | -0.4% |
| YTD | +14.8% | +3.8% | +11.0% | +12.6% |
| 1Y | +30.1% | -5.5% | +35.6% | +30.0% |
| 3Y | +66.7% | +8.1% | +58.5% | +54.1% |
| 5Y | +166.1% | +42.8% | +123.3% | +117.1% |
| All | +367.2% | +146.1% | +221.2% | +203.0% |
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