+31.9%
CRM vs PCAR
-4.6%
+36.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.2% |
| 7D | +2.0% | +4.9% | -3.0% | +2.5% |
| 30D | -7.7% | -1.4% | -6.3% | -8.2% |
| 3M | +8.4% | -18.1% | +26.5% | +1.8% |
| 6M | +31.9% | -4.0% | +35.9% | +33.2% |
| All | +31.9% | -4.6% | +36.5% | +33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling