+12,611.2%
PCAR vs CI
+8,153.0%
+4,458.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | +2.2% | +1.0% | +1.1% | +1.8% |
| 30D | -4.4% | +9.9% | -14.3% | -7.3% |
| 3M | -21.4% | +12.1% | -33.5% | -24.4% |
| 6M | -7.3% | +10.6% | -17.9% | -11.0% |
| YTD | -3.8% | +11.4% | -15.2% | -8.0% |
| 1Y | +6.3% | +18.8% | -12.5% | -0.6% |
| 3Y | +34.4% | +2.9% | +31.5% | +27.0% |
| 5Y | +109.2% | +54.5% | +54.7% | +69.3% |
| 10Y | +312.9% | +175.7% | +137.1% | +160.8% |
| All | +12,611.2% | +8,153.0% | +4,458.3% | +1,904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling