-3.4%
PCAR vs CTVA
-0.4%
-3.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | +0.3% | -8.7% | +9.1% | +0.9% |
| 3M | -17.9% | +6.4% | -24.3% | -19.7% |
| 6M | -3.4% | -1.9% | -1.5% | -5.8% |
| All | -3.4% | -0.4% | -3.1% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling