+232.4%
CRM vs PCAR
+373.9%
-141.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | -8.1% | -1.6% | -6.5% | -7.5% |
| 30D | +23.1% | -7.3% | +30.3% | +26.3% |
| 3M | +42.5% | +7.8% | +34.7% | +37.5% |
| 6M | +25.3% | +3.6% | +21.7% | +21.6% |
| YTD | -7.8% | +12.9% | -20.7% | -14.3% |
| 1Y | +1.0% | +27.3% | -26.3% | -11.2% |
| 3Y | +10.0% | +61.9% | -51.9% | -15.5% |
| 5Y | -3.9% | +164.2% | -168.0% | -41.7% |
| All | +232.4% | +373.9% | -141.4% | +60.4% |
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