+116.4%
PCAR vs CL
+41.6%
+74.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.3% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | -2.1% | +11.6% | -13.7% | -4.9% |
| 3M | -20.4% | +5.6% | -26.0% | -21.5% |
| 6M | -7.0% | +13.2% | -20.1% | -10.3% |
| YTD | -2.6% | +26.9% | -29.6% | -9.6% |
| 1Y | +9.8% | +27.3% | -17.6% | +1.8% |
| 3Y | +37.3% | +39.7% | -2.5% | +18.9% |
| 5Y | +116.4% | +41.3% | +75.1% | +80.6% |
| All | +116.4% | +41.6% | +74.8% | +80.6% |
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