+386.3%
PCAR vs CPAY
+1,748.9%
-1,362.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +4.9% | +1.6% | +3.4% | +4.4% |
| 30D | -1.4% | +17.6% | -19.0% | -7.3% |
| 3M | -18.1% | +8.7% | -26.8% | -20.8% |
| 6M | -4.0% | +39.5% | -43.5% | -15.7% |
| YTD | -1.5% | +53.6% | -55.1% | -18.0% |
| 1Y | +13.2% | +63.3% | -50.1% | -7.9% |
| 3Y | +35.8% | +101.7% | -65.9% | -0.8% |
| 5Y | +114.6% | +91.4% | +23.3% | +56.6% |
| 10Y | +289.6% | +221.7% | +67.9% | +115.8% |
| All | +386.3% | +1,748.9% | -1,362.6% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling