+109.2%
PCAR vs CMS
+36.2%
+73.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | -4.4% | +8.6% | -13.0% | -6.4% |
| 3M | -21.4% | -0.5% | -20.9% | -21.4% |
| 6M | -7.3% | -4.2% | -3.2% | -6.6% |
| YTD | -3.8% | +3.4% | -7.2% | -4.9% |
| 1Y | +6.3% | +0.4% | +5.9% | +5.8% |
| 3Y | +34.4% | +38.2% | -3.8% | +21.6% |
| 5Y | +109.2% | +35.4% | +73.8% | +86.3% |
| All | +109.2% | +36.2% | +73.0% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling