+287.1%
PCAR vs CP
+257.3%
+29.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +4.9% | +2.1% | +2.8% | +3.8% |
| 30D | -1.4% | +9.3% | -10.7% | -5.8% |
| 3M | -18.1% | +0.5% | -18.6% | -18.4% |
| 6M | -4.0% | +10.4% | -14.4% | -8.9% |
| YTD | -1.5% | +28.7% | -30.2% | -13.7% |
| 1Y | +13.2% | +33.2% | -20.0% | -2.6% |
| 3Y | +35.8% | +38.4% | -2.6% | +12.6% |
| 5Y | +114.6% | +26.2% | +88.4% | +82.4% |
| All | +287.1% | +257.3% | +29.8% | +77.7% |
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