+172.3%
PCAR vs CP
+32.0%
+140.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -0.5% | -2.7% | +2.2% | +0.7% |
| 30D | -6.2% | +0.2% | -6.4% | -6.3% |
| 3M | +5.9% | +2.6% | +3.3% | +4.5% |
| 6M | +0.4% | +6.0% | -5.6% | -2.5% |
| YTD | +14.8% | +24.9% | -10.1% | +3.1% |
| 1Y | +30.1% | +20.1% | +10.0% | +18.8% |
| 3Y | +66.7% | +16.4% | +50.3% | +51.9% |
| All | +172.3% | +32.0% | +140.3% | +125.9% |
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 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