+172.3%
PCAR vs CMS
+23.4%
+148.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +5.9% | -1.9% | +7.8% | +6.1% |
| 6M | +0.4% | -11.0% | +11.4% | +3.1% |
| YTD | +14.8% | +0.2% | +14.6% | +14.5% |
| 1Y | +30.1% | -1.3% | +31.4% | +30.1% |
| 3Y | +66.7% | +35.9% | +30.7% | +52.0% |
| All | +172.3% | +23.4% | +148.9% | +146.6% |
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