+205.1%
CRM vs PCAR
+288.5%
-83.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.0% | +4.9% | -3.0% | +0.1% |
| 30D | -7.7% | -1.4% | -6.3% | -7.2% |
| 3M | +8.4% | -18.1% | +26.5% | +16.5% |
| 6M | +31.9% | -4.0% | +35.9% | +32.2% |
| YTD | -17.2% | -1.5% | -15.7% | -19.2% |
| 1Y | -8.6% | +13.2% | -21.8% | -16.2% |
| 3Y | +3.1% | +35.8% | -32.7% | -15.4% |
| 5Y | -27.6% | +114.6% | -142.2% | -52.7% |
| All | +205.1% | +288.5% | -83.4% | +47.0% |
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