+367.9%
PCAR vs CNC
+90.3%
+277.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.2% | -4.9% | +4.7% | +0.7% |
| 30D | -6.9% | -3.8% | -3.1% | -6.3% |
| 3M | +2.1% | -3.2% | +5.3% | +2.3% |
| 6M | +1.6% | +47.9% | -46.3% | -6.7% |
| YTD | +12.2% | +55.7% | -43.4% | +1.7% |
| 1Y | +28.0% | +106.2% | -78.2% | +9.1% |
| 3Y | +61.0% | -2.1% | +63.0% | +51.8% |
| 5Y | +163.9% | +3.4% | +160.5% | +138.9% |
| 10Y | +367.9% | +91.7% | +276.3% | +277.7% |
| All | +367.9% | +90.3% | +277.7% | +277.7% |
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