+35.8%
PCAR vs CI
+7.2%
+28.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.9% | +1.2% | +3.8% | +4.8% |
| 30D | -1.4% | +2.6% | -4.0% | -1.7% |
| 3M | -18.1% | +7.4% | -25.6% | -18.9% |
| 6M | -4.0% | -0.1% | -3.9% | -4.1% |
| YTD | -1.5% | +9.7% | -11.2% | -2.9% |
| 1Y | +13.2% | +12.1% | +1.1% | +11.3% |
| 3Y | +35.8% | +7.0% | +28.8% | +33.9% |
| All | +35.8% | +7.2% | +28.6% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling