+5,066.8%
CRM vs PCAR
+1,303.7%
+3,763.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.8% |
| 7D | -4.0% | +2.2% | -6.2% | -5.1% |
| 30D | -6.8% | +0.3% | -7.1% | -7.0% |
| 3M | +10.6% | -17.9% | +28.5% | +22.3% |
| 6M | +23.4% | -3.4% | +26.8% | +23.5% |
| YTD | -17.1% | -0.1% | -17.0% | -20.1% |
| 1Y | -10.1% | +13.4% | -23.5% | -19.3% |
| 3Y | +4.0% | +37.2% | -33.2% | -19.2% |
| 5Y | -26.7% | +117.3% | -144.0% | -57.0% |
| 10Y | +197.9% | +295.0% | -97.1% | +13.8% |
| All | +5,066.8% | +1,303.7% | +3,763.1% | +662.5% |
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 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