+6,032.9%
CRM vs PCAR
+1,513.4%
+4,519.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | +34.3% | -6.2% | +40.6% | +38.6% |
| 3M | +37.7% | +5.9% | +31.8% | +32.1% |
| 6M | +34.9% | +0.4% | +34.5% | +31.4% |
| YTD | -1.6% | +14.8% | -16.5% | -11.8% |
| 1Y | +7.1% | +30.1% | -23.0% | -10.8% |
| 3Y | +19.0% | +66.7% | -47.6% | -16.8% |
| 5Y | -1.3% | +166.1% | -167.4% | -48.2% |
| 10Y | +251.2% | +353.7% | -102.5% | +24.3% |
| All | +6,032.9% | +1,513.4% | +4,519.5% | +741.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling