+30.1%
PCAR vs CNC
+129.2%
-99.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -0.5% | +3.5% | -4.0% | -0.6% |
| 30D | -6.2% | +0.1% | -6.3% | -6.2% |
| 3M | +5.9% | +6.9% | -1.0% | +5.4% |
| 6M | +0.4% | +49.0% | -48.6% | -2.3% |
| YTD | +14.8% | +62.9% | -48.1% | +10.8% |
| 1Y | +30.1% | +134.0% | -103.9% | +21.9% |
| All | +30.1% | +129.2% | -99.1% | +21.9% |
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