+364.4%
PCAR vs CL
+50.5%
+313.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | -6.2% | -4.8% | -1.4% | -4.8% |
| 3M | +5.9% | +4.9% | +1.0% | +3.8% |
| 6M | +0.4% | -5.7% | +6.1% | +1.8% |
| YTD | +14.8% | +14.4% | +0.4% | +8.8% |
| 1Y | +30.1% | +8.7% | +21.4% | +25.3% |
| 3Y | +66.7% | +30.0% | +36.7% | +47.7% |
| 5Y | +166.1% | +28.4% | +137.8% | +135.5% |
| All | +364.4% | +50.5% | +313.9% | +294.7% |
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