-4.7%
CRM vs PCAR
+165.3%
-170.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | +23.6% | -6.9% | +30.5% | +26.3% |
| 3M | +39.6% | +2.1% | +37.5% | +37.7% |
| 6M | +23.4% | +1.6% | +21.9% | +21.1% |
| YTD | -7.4% | +12.2% | -19.6% | -13.6% |
| 1Y | -2.3% | +28.0% | -30.4% | -14.4% |
| 3Y | +10.5% | +61.0% | -50.5% | -17.3% |
| 5Y | -4.7% | +163.9% | -168.7% | -47.0% |
| All | -4.7% | +165.3% | -170.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling