+205.9%
PCAR vs CTVA
+125.4%
+80.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -24.3% | +22.6% | +5.9% |
| 7D | +2.1% | -23.7% | +25.8% | +9.7% |
| 30D | -1.2% | -31.2% | +30.0% | +9.7% |
| 3M | -18.6% | -18.7% | +0.1% | -15.3% |
| 6M | -5.1% | -25.5% | +20.4% | +1.3% |
| YTD | -1.8% | -8.0% | +6.2% | -2.9% |
| 1Y | +10.6% | -7.0% | +17.6% | +8.8% |
| 3Y | +34.9% | +45.2% | -10.3% | +12.0% |
| 5Y | +114.0% | +32.3% | +81.7% | +80.5% |
| All | +205.9% | +125.4% | +80.5% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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