+12.8%
CRM vs PCAR
+64.3%
-51.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.6% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +29.3% | -7.7% | +37.0% | +31.2% |
| 3M | +36.8% | +3.7% | +33.1% | +35.1% |
| 6M | +23.9% | +2.3% | +21.6% | +22.2% |
| YTD | -5.5% | +12.8% | -18.3% | -10.5% |
| 1Y | -0.4% | +27.8% | -28.2% | -10.2% |
| 3Y | +12.8% | +61.8% | -49.0% | -13.5% |
| All | +12.8% | +64.3% | -51.5% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling