+367.2%
PCAR vs CPB
-47.3%
+414.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +0.7% |
| 7D | -0.5% | -8.6% | +8.1% | +0.9% |
| 30D | -6.2% | -7.2% | +1.0% | -5.2% |
| 3M | +5.9% | +0.9% | +5.0% | +5.2% |
| 6M | +0.4% | -11.8% | +12.2% | +2.1% |
| YTD | +14.8% | -19.4% | +34.2% | +18.6% |
| 1Y | +30.1% | -30.4% | +60.5% | +38.1% |
| 3Y | +66.7% | -40.2% | +106.8% | +80.5% |
| 5Y | +166.1% | -39.5% | +205.6% | +186.7% |
| All | +367.2% | -47.3% | +414.6% | +425.2% |
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