+287.1%
PCAR vs CLF
+74.2%
+212.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | +4.9% | +10.4% | -5.4% | +3.3% |
| 30D | -1.4% | +0.6% | -2.0% | -2.2% |
| 3M | -18.1% | +4.1% | -22.2% | -19.6% |
| 6M | -4.0% | +15.1% | -19.1% | -8.0% |
| YTD | -1.5% | -4.7% | +3.3% | -3.8% |
| 1Y | +13.2% | +20.4% | -7.2% | +6.2% |
| 3Y | +35.8% | -23.4% | +59.2% | +29.3% |
| 5Y | +114.6% | -43.3% | +157.9% | +106.4% |
| All | +287.1% | +74.2% | +212.9% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling