+109.2%
PCAR vs CP
+27.2%
+82.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +2.2% | +6.1% | -3.9% | -0.6% |
| 30D | -4.4% | +9.8% | -14.2% | -8.4% |
| 3M | -21.4% | +2.7% | -24.2% | -22.5% |
| 6M | -7.3% | +12.8% | -20.1% | -12.5% |
| YTD | -3.8% | +28.2% | -31.9% | -14.5% |
| 1Y | +6.3% | +34.1% | -27.8% | -7.5% |
| 3Y | +34.4% | +28.9% | +5.5% | +17.1% |
| 5Y | +109.2% | +27.1% | +82.2% | +79.4% |
| All | +109.2% | +27.2% | +82.0% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling