+2,807.5%
PCAR vs CNC
+5,802.5%
-2,995.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | +3.8% | +4.0% | -0.2% | +2.8% |
| 30D | -2.0% | +7.4% | -9.4% | -3.6% |
| 3M | -19.1% | +5.4% | -24.5% | -20.2% |
| 6M | -6.8% | +25.4% | -32.2% | -11.9% |
| YTD | -2.5% | +70.6% | -73.0% | -14.7% |
| 1Y | +9.7% | +104.9% | -95.3% | -7.9% |
| 3Y | +34.0% | -2.3% | +36.3% | +24.9% |
| 5Y | +113.3% | -6.5% | +119.8% | +97.4% |
| 10Y | +278.2% | +153.3% | +124.9% | +168.0% |
| All | +2,807.5% | +5,802.5% | -2,995.0% | +926.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling