+293.0%
PCAR vs CNP
+142.6%
+150.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +2.9% | -4.3% | +7.2% | +4.3% |
| 30D | -2.1% | +5.7% | -7.9% | -4.0% |
| 3M | -20.4% | +0.9% | -21.3% | -20.8% |
| 6M | -7.0% | -1.1% | -5.9% | -7.0% |
| YTD | -2.6% | +8.3% | -10.9% | -5.6% |
| 1Y | +9.8% | +5.9% | +3.9% | +7.1% |
| 3Y | +37.3% | +64.6% | -27.4% | +14.4% |
| 5Y | +116.4% | +74.6% | +41.9% | +75.9% |
| 10Y | +293.0% | +139.8% | +153.1% | +171.0% |
| All | +293.0% | +142.6% | +150.4% | +171.0% |
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