+13.4%
PCAR vs CMS
-2.8%
+16.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | +0.3% | +6.6% | -6.2% | -1.1% |
| 3M | -17.9% | +0.8% | -18.7% | -18.2% |
| 6M | -3.4% | -3.3% | -0.1% | -3.3% |
| YTD | -0.1% | +2.7% | -2.8% | -2.1% |
| 1Y | +13.4% | -4.0% | +17.4% | +15.9% |
| All | +13.4% | -2.8% | +16.3% | +15.9% |
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