+13,096.5%
PCAR vs CPB
+349.9%
+12,746.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.9% |
| 7D | +2.2% | -4.1% | +6.3% | +3.6% |
| 30D | +0.3% | +16.9% | -16.6% | -5.2% |
| 3M | -17.9% | -0.6% | -17.4% | -18.4% |
| 6M | -3.4% | +11.4% | -14.8% | -8.3% |
| YTD | -0.1% | -14.8% | +14.7% | +3.4% |
| 1Y | +13.4% | -24.8% | +38.2% | +22.5% |
| 3Y | +37.2% | -36.6% | +73.8% | +54.6% |
| 5Y | +117.3% | -33.3% | +150.7% | +136.3% |
| 10Y | +295.0% | -40.4% | +335.3% | +318.6% |
| All | +13,096.5% | +349.9% | +12,746.5% | +6,046.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling