+294.0%
PCAR vs CPB
-38.3%
+332.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | +0.1% | +8.0% | -7.9% | -1.2% |
| 30D | -4.6% | +22.4% | -26.9% | -7.9% |
| 3M | -22.6% | +2.5% | -25.1% | -23.2% |
| 6M | -12.0% | +12.2% | -24.2% | -14.3% |
| YTD | -6.1% | -12.8% | +6.7% | -4.5% |
| 1Y | +6.3% | -19.2% | +25.5% | +9.6% |
| 3Y | +31.8% | -35.6% | +67.3% | +40.8% |
| 5Y | +104.2% | -31.4% | +135.6% | +115.0% |
| All | +294.0% | -38.3% | +332.3% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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