+12.2%
PCAR vs CP
+35.2%
-23.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.6% | +2.3% |
| 7D | +3.7% | +5.6% | -1.9% | +0.9% |
| 30D | -2.9% | +10.0% | -13.0% | -7.5% |
| 3M | -21.7% | +4.4% | -26.1% | -23.5% |
| 6M | -6.6% | +14.1% | -20.7% | -12.7% |
| YTD | -2.2% | +29.1% | -31.3% | -13.4% |
| 1Y | +12.2% | +34.6% | -22.3% | -3.4% |
| All | +12.2% | +35.2% | -23.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling