-23.3%
CRCL vs PCAR
+18.8%
-42.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.3% | -4.4% |
| 7D | -8.1% | +2.1% | -10.2% | -8.6% |
| 30D | -24.3% | -1.2% | -23.1% | -23.9% |
| 3M | -10.5% | -18.6% | +8.1% | -6.6% |
| 6M | -48.4% | -5.1% | -43.3% | -47.1% |
| YTD | -19.5% | -1.8% | -17.8% | -22.3% |
| 1Y | -26.0% | +10.6% | -36.7% | -33.0% |
| All | -23.3% | +18.8% | -42.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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