+12,611.2%
PCAR vs CP
+7,870.0%
+4,741.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +2.2% | +6.1% | -3.9% | -0.7% |
| 30D | -4.4% | +9.8% | -14.2% | -8.7% |
| 3M | -21.4% | +2.7% | -24.2% | -22.5% |
| 6M | -7.3% | +12.8% | -20.1% | -12.8% |
| YTD | -3.8% | +28.2% | -31.9% | -15.2% |
| 1Y | +6.3% | +34.1% | -27.8% | -8.4% |
| 3Y | +34.4% | +28.9% | +5.5% | +16.3% |
| 5Y | +109.2% | +27.1% | +82.2% | +78.8% |
| 10Y | +312.9% | +264.8% | +48.1% | +103.1% |
| All | +12,611.2% | +7,870.0% | +4,741.2% | +1,692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling