+287.1%
PCAR vs CNC
+177.3%
+109.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +4.9% | +2.2% | +2.7% | +4.5% |
| 30D | -1.4% | +1.6% | -3.0% | -1.8% |
| 3M | -18.1% | +7.9% | -26.1% | -19.5% |
| 6M | -4.0% | +21.2% | -25.2% | -8.1% |
| YTD | -1.5% | +73.2% | -74.7% | -13.1% |
| 1Y | +13.2% | +97.5% | -84.3% | -3.0% |
| 3Y | +35.8% | -1.2% | +37.0% | +28.6% |
| 5Y | +114.6% | -6.1% | +120.7% | +101.2% |
| All | +287.1% | +177.3% | +109.8% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling