+30.1%
PCAR vs CMS
-1.9%
+32.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -6.2% | -3.6% | -2.6% | -5.5% |
| 3M | +5.9% | -1.9% | +7.8% | +5.4% |
| 6M | +0.4% | -11.0% | +11.4% | +3.4% |
| YTD | +14.8% | +0.2% | +14.6% | +14.1% |
| 1Y | +30.1% | -1.3% | +31.4% | +30.0% |
| All | +30.1% | -1.9% | +32.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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