+203.7%
PCAR vs CTVA
+198.5%
+5.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +3.8% | +2.4% | +1.4% | +3.0% |
| 30D | -2.0% | -8.1% | +6.1% | +0.7% |
| 3M | -19.1% | +6.3% | -25.4% | -21.6% |
| 6M | -6.8% | +0.4% | -7.2% | -8.3% |
| YTD | -2.5% | +21.8% | -24.3% | -10.6% |
| 1Y | +9.7% | +24.9% | -15.2% | -0.4% |
| 3Y | +34.0% | +92.3% | -58.3% | +3.1% |
| 5Y | +113.3% | +78.9% | +34.5% | +65.7% |
| All | +203.7% | +198.5% | +5.2% | +82.2% |
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