+367.2%
PCAR vs CP
+222.0%
+145.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -0.5% | -2.7% | +2.2% | +0.8% |
| 30D | -6.2% | +0.2% | -6.4% | -6.4% |
| 3M | +5.9% | +2.6% | +3.3% | +4.4% |
| 6M | +0.4% | +6.0% | -5.6% | -2.8% |
| YTD | +14.8% | +24.9% | -10.1% | +2.1% |
| 1Y | +30.1% | +20.1% | +10.0% | +17.8% |
| 3Y | +66.7% | +16.4% | +50.3% | +50.8% |
| 5Y | +166.1% | +31.7% | +134.4% | +120.7% |
| All | +367.2% | +222.0% | +145.2% | +128.6% |
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