+106.6%
PCAR vs CNP
+73.6%
+33.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.9% |
| 7D | +0.1% | -4.2% | +4.3% | +1.2% |
| 30D | -4.6% | +5.5% | -10.1% | -6.2% |
| 3M | -22.6% | +0.6% | -23.1% | -22.9% |
| 6M | -12.0% | -2.8% | -9.1% | -11.5% |
| YTD | -6.1% | +7.9% | -14.0% | -8.8% |
| 1Y | +6.3% | +6.7% | -0.3% | +3.5% |
| 3Y | +31.8% | +61.1% | -29.3% | +9.1% |
| All | +106.6% | +73.6% | +33.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling