+287.1%
PCAR vs CNP
+146.5%
+140.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.9% | +1.3% | +3.6% | +4.5% |
| 30D | -1.4% | +3.8% | -5.2% | -2.7% |
| 3M | -18.1% | +2.4% | -20.5% | -18.9% |
| 6M | -4.0% | -1.2% | -2.8% | -4.0% |
| YTD | -1.5% | +9.3% | -10.7% | -4.7% |
| 1Y | +13.2% | +6.4% | +6.8% | +10.3% |
| 3Y | +35.8% | +66.4% | -30.6% | +12.8% |
| 5Y | +114.6% | +75.7% | +39.0% | +74.1% |
| All | +287.1% | +146.5% | +140.6% | +168.3% |
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