+295.0%
PCAR vs CL
+84.6%
+210.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +0.3% | +9.5% | -9.2% | -2.6% |
| 3M | -17.9% | +6.8% | -24.7% | -19.7% |
| 6M | -3.4% | +14.3% | -17.7% | -8.0% |
| YTD | -0.1% | +27.0% | -27.1% | -8.6% |
| 1Y | +13.4% | +26.3% | -12.9% | +3.9% |
| 3Y | +37.2% | +39.3% | -2.1% | +18.9% |
| 5Y | +117.3% | +41.5% | +75.8% | +85.8% |
| 10Y | +295.0% | +84.1% | +210.9% | +211.3% |
| All | +295.0% | +84.6% | +210.4% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling