+294.0%
PCAR vs CMS
+125.4%
+168.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.8% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | -4.6% | +6.3% | -10.9% | -6.2% |
| 3M | -22.6% | -2.1% | -20.5% | -22.2% |
| 6M | -12.0% | -5.1% | -6.9% | -10.9% |
| YTD | -6.1% | +1.3% | -7.3% | -6.7% |
| 1Y | +6.3% | -1.4% | +7.7% | +6.4% |
| 3Y | +31.8% | +36.9% | -5.1% | +19.1% |
| 5Y | +104.2% | +32.5% | +71.6% | +84.5% |
| All | +294.0% | +125.4% | +168.5% | +278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling