+6.3%
PCAR vs CI
+15.7%
-9.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.8% |
| 7D | +0.1% | -1.6% | +1.6% | +0.5% |
| 30D | -4.6% | +5.4% | -10.0% | -5.5% |
| 3M | -22.6% | +7.3% | -29.8% | -23.5% |
| 6M | -12.0% | +5.3% | -17.3% | -13.5% |
| YTD | -6.1% | +8.5% | -14.6% | -8.3% |
| 1Y | +6.3% | +17.1% | -10.8% | +2.1% |
| All | +6.3% | +15.7% | -9.3% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling