+35.0%
PCAR vs CL
+41.3%
-6.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.2% | +5.9% | -3.8% | +1.2% |
| 30D | -4.4% | +13.8% | -18.2% | -6.3% |
| 3M | -21.4% | +6.4% | -27.8% | -22.3% |
| 6M | -7.3% | +15.6% | -23.0% | -9.7% |
| YTD | -3.8% | +27.9% | -31.7% | -8.1% |
| 1Y | +6.3% | +31.4% | -25.1% | +1.0% |
| All | +35.0% | +41.3% | -6.3% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling