+293.0%
PCAR vs CP
+261.0%
+32.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.7% |
| 7D | +2.9% | +2.8% | +0.1% | +1.6% |
| 30D | -2.1% | +11.3% | -13.5% | -7.3% |
| 3M | -20.4% | +2.9% | -23.2% | -21.5% |
| 6M | -7.0% | +9.8% | -16.7% | -11.4% |
| YTD | -2.6% | +28.5% | -31.2% | -14.7% |
| 1Y | +9.8% | +33.5% | -23.7% | -5.7% |
| 3Y | +37.3% | +31.9% | +5.3% | +16.5% |
| 5Y | +116.4% | +25.5% | +90.9% | +84.4% |
| 10Y | +293.0% | +257.6% | +35.4% | +78.0% |
| All | +293.0% | +261.0% | +32.0% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling