+168.2%
PCAR vs CTVA
+104.3%
+63.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.0% |
| 7D | 0.0% | -2.1% | +2.1% | +0.7% |
| 30D | -7.7% | +12.0% | -19.8% | -11.3% |
| 3M | +3.7% | +13.5% | -9.8% | -1.2% |
| 6M | +2.3% | +12.1% | -9.8% | -2.5% |
| YTD | +12.8% | +29.0% | -16.2% | +2.4% |
| 1Y | +27.8% | +18.9% | +8.9% | +18.8% |
| 3Y | +61.8% | +78.9% | -17.1% | +30.3% |
| 5Y | +168.2% | +105.2% | +63.0% | +101.2% |
| All | +168.2% | +104.3% | +63.9% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling