+106.6%
PCAR vs CL
+39.7%
+66.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.8% |
| 7D | +0.1% | +1.3% | -1.3% | -0.3% |
| 30D | -4.6% | +11.4% | -15.9% | -7.2% |
| 3M | -22.6% | +4.4% | -27.0% | -23.5% |
| 6M | -12.0% | +10.8% | -22.8% | -14.7% |
| YTD | -6.1% | +25.1% | -31.2% | -12.5% |
| 1Y | +6.3% | +28.0% | -21.6% | -1.6% |
| 3Y | +31.8% | +37.6% | -5.8% | +14.7% |
| All | +106.6% | +39.7% | +66.9% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling