+292.4%
PCAR vs CNC
+174.2%
+118.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +2.2% | -7.3% | +9.5% | +3.6% |
| 30D | +0.3% | +5.2% | -4.8% | -0.7% |
| 3M | -17.9% | +8.6% | -26.6% | -19.4% |
| 6M | -3.4% | +25.1% | -28.5% | -8.1% |
| YTD | -0.1% | +71.3% | -71.4% | -11.7% |
| 1Y | +13.4% | +99.3% | -85.9% | -3.0% |
| 3Y | +37.2% | -1.9% | +39.1% | +30.0% |
| 5Y | +117.3% | -6.4% | +123.7% | +103.7% |
| All | +292.4% | +174.2% | +118.2% | +174.1% |
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