+12.2%
PCAR vs CNC
+122.0%
-109.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.6% | -8.6% | +3.0% |
| 7D | +3.7% | +13.4% | -9.7% | +2.6% |
| 30D | -2.9% | +18.2% | -21.1% | -4.1% |
| 3M | -21.7% | +18.6% | -40.3% | -22.7% |
| 6M | -6.6% | +41.9% | -48.6% | -9.0% |
| YTD | -2.2% | +84.7% | -87.0% | -7.7% |
| 1Y | +12.2% | +110.5% | -98.3% | +3.5% |
| All | +12.2% | +122.0% | -109.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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