+367.2%
PCAR vs CNP
+137.5%
+229.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -6.2% | -1.8% | -4.4% | -5.7% |
| 3M | +5.9% | -4.6% | +10.5% | +7.3% |
| 6M | +0.4% | -8.8% | +9.2% | +3.1% |
| YTD | +14.8% | +5.2% | +9.6% | +12.5% |
| 1Y | +30.1% | +8.3% | +21.8% | +26.2% |
| 3Y | +66.6% | +54.9% | +11.8% | +42.0% |
| 5Y | +166.1% | +73.5% | +92.6% | +117.2% |
| All | +367.2% | +137.5% | +229.7% | +229.4% |
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