+278.2%
PCAR vs CNP
+143.3%
+134.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +3.8% | -3.0% | +6.8% | +4.7% |
| 30D | -2.0% | +6.8% | -8.8% | -4.1% |
| 3M | -19.1% | +3.6% | -22.7% | -20.2% |
| 6M | -6.8% | 0.0% | -6.8% | -7.2% |
| YTD | -2.5% | +9.4% | -11.9% | -5.8% |
| 1Y | +9.7% | +6.8% | +2.8% | +6.7% |
| 3Y | +34.0% | +64.2% | -30.2% | +11.8% |
| 5Y | +113.3% | +76.0% | +37.3% | +72.9% |
| 10Y | +278.2% | +143.3% | +134.9% | +155.6% |
| All | +278.2% | +143.3% | +134.9% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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