+249.5%
PCAR vs CTVA
+211.9%
+37.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -0.2% | -5.8% | +5.6% | +1.8% |
| 30D | -6.9% | +11.1% | -18.0% | -10.3% |
| 3M | +2.1% | +13.2% | -11.1% | -2.8% |
| 6M | +1.6% | +8.7% | -7.1% | -2.2% |
| YTD | +12.2% | +27.3% | -15.1% | +2.2% |
| 1Y | +28.0% | +18.0% | +10.1% | +19.3% |
| 3Y | +61.0% | +76.5% | -15.5% | +28.5% |
| 5Y | +163.9% | +105.1% | +58.8% | +96.7% |
| All | +249.5% | +211.9% | +37.6% | +108.3% |
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