+361.8%
PCAR vs CPAY
+155.3%
+206.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -1.6% | -2.7% | +1.1% | -0.6% |
| 30D | -7.3% | +0.6% | -7.8% | -7.5% |
| 3M | +7.8% | +17.0% | -9.2% | +1.7% |
| 6M | +3.6% | +24.1% | -20.5% | -4.9% |
| YTD | +12.9% | +35.7% | -22.9% | -0.5% |
| 1Y | +27.3% | +34.0% | -6.7% | +12.3% |
| 3Y | +61.9% | +50.3% | +11.6% | +34.4% |
| 5Y | +164.2% | +56.7% | +107.5% | +111.0% |
| All | +361.8% | +155.3% | +206.5% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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