+466.6%
PCAR vs CPAY
+1,565.5%
-1,098.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -0.5% | +2.1% | -2.6% | -1.3% |
| 30D | -6.2% | +5.5% | -11.8% | -8.2% |
| 3M | +5.9% | +16.6% | -10.7% | -0.4% |
| 6M | +0.4% | +26.7% | -26.3% | -9.1% |
| YTD | +14.8% | +38.4% | -23.5% | -0.5% |
| 1Y | +30.1% | +30.1% | 0.0% | +14.9% |
| 3Y | +66.7% | +52.6% | +14.1% | +35.5% |
| 5Y | +166.1% | +59.0% | +107.2% | +107.9% |
| 10Y | +353.7% | +148.4% | +205.3% | +177.4% |
| All | +466.6% | +1,565.5% | -1,098.8% | +53.0% |
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