+2.8%
PCAR vs CYCU
-99.9%
+102.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.0% |
| 7D | +3.7% | +1.2% | +2.4% | +3.7% |
| 30D | -2.9% | -31.5% | +28.6% | -2.9% |
| 3M | -21.7% | -62.0% | +40.3% | -21.7% |
| 6M | -6.6% | -67.4% | +60.8% | -6.6% |
| YTD | -2.2% | -88.6% | +86.3% | -2.3% |
| 1Y | +12.2% | -88.5% | +100.7% | +12.4% |
| All | +2.8% | -99.9% | +102.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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