+15,068.3%
PCAR vs CL
+4,870.0%
+10,198.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.8% |
| 7D | -0.5% | -2.2% | +1.7% | +0.4% |
| 30D | -6.2% | -4.8% | -1.4% | -4.3% |
| 3M | +5.9% | +4.9% | +1.0% | +3.1% |
| 6M | +0.4% | -5.7% | +6.1% | +2.2% |
| YTD | +14.8% | +14.4% | +0.4% | +7.1% |
| 1Y | +30.1% | +8.7% | +21.4% | +23.8% |
| 3Y | +66.7% | +30.0% | +36.7% | +43.9% |
| 5Y | +166.1% | +28.4% | +137.8% | +129.3% |
| 10Y | +353.7% | +50.1% | +303.6% | +252.1% |
| All | +15,068.3% | +4,870.0% | +10,198.3% | +2,389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling