+12,611.2%
PCAR vs CL
+5,456.9%
+7,154.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.2% | +5.9% | -3.8% | -0.4% |
| 30D | -4.4% | +13.8% | -18.2% | -9.7% |
| 3M | -21.4% | +6.4% | -27.8% | -23.7% |
| 6M | -7.3% | +15.6% | -23.0% | -13.6% |
| YTD | -3.8% | +27.9% | -31.7% | -14.6% |
| 1Y | +6.3% | +31.4% | -25.1% | -6.8% |
| 3Y | +34.4% | +41.4% | -7.0% | +12.0% |
| 5Y | +109.2% | +42.8% | +66.4% | +72.0% |
| 10Y | +312.9% | +79.7% | +233.2% | +195.6% |
| All | +12,611.2% | +5,456.9% | +7,154.3% | +1,885.4% |
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