+10.6%
PCAR vs CP
+33.3%
-22.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.1% |
| 7D | +2.1% | +0.9% | +1.2% | +1.6% |
| 30D | -1.2% | +10.3% | -11.5% | -6.0% |
| 3M | -18.6% | +2.3% | -20.9% | -19.6% |
| 6M | -5.1% | +10.7% | -15.8% | -10.1% |
| YTD | -1.8% | +29.3% | -31.1% | -13.2% |
| 1Y | +10.6% | +31.5% | -20.8% | -3.9% |
| All | +10.6% | +33.3% | -22.6% | -3.9% |
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