+257.6%
PCAR vs CTVA
+223.3%
+34.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -0.5% | +4.9% | -5.5% | -2.2% |
| 30D | -6.2% | +11.9% | -18.2% | -9.9% |
| 3M | +5.9% | +13.7% | -7.8% | +0.7% |
| 6M | +0.4% | +13.1% | -12.7% | -4.6% |
| YTD | +14.8% | +32.0% | -17.1% | +3.3% |
| 1Y | +30.1% | +22.1% | +8.0% | +19.8% |
| 3Y | +66.7% | +77.5% | -10.8% | +32.9% |
| 5Y | +166.1% | +106.3% | +59.9% | +98.0% |
| All | +257.6% | +223.3% | +34.3% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling