+117.3%
PCAR vs CPB
-33.9%
+151.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.6% |
| 7D | +2.2% | -4.1% | +6.3% | +3.0% |
| 30D | +0.3% | +16.9% | -16.6% | -2.5% |
| 3M | -17.9% | -0.6% | -17.4% | -18.1% |
| 6M | -3.4% | +11.4% | -14.8% | -6.2% |
| YTD | -0.1% | -14.8% | +14.7% | +2.6% |
| 1Y | +13.4% | -24.8% | +38.2% | +20.0% |
| 3Y | +37.2% | -36.6% | +73.8% | +49.0% |
| 5Y | +117.3% | -33.3% | +150.7% | +117.6% |
| All | +117.3% | -33.9% | +151.2% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling