+61.8%
PCAR vs CNC
-2.0%
+63.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.6% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -7.7% | -1.8% | -5.9% | -7.7% |
| 3M | +3.7% | -0.7% | +4.4% | +3.6% |
| 6M | +2.3% | +47.9% | -45.6% | -0.1% |
| YTD | +12.8% | +56.9% | -44.1% | +9.8% |
| 1Y | +27.8% | +123.9% | -96.2% | +22.3% |
| 3Y | +61.8% | -1.3% | +63.1% | +61.6% |
| All | +61.8% | -2.0% | +63.8% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling