+172.3%
PCAR vs CLF
-47.7%
+220.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -0.5% | +7.6% | -8.1% | -1.6% |
| 30D | -6.2% | -1.2% | -5.0% | -6.2% |
| 3M | +5.9% | -13.4% | +19.3% | +7.4% |
| 6M | +0.4% | +15.4% | -15.0% | -2.8% |
| YTD | +14.8% | -5.9% | +20.7% | +13.6% |
| 1Y | +30.1% | +18.8% | +11.3% | +22.3% |
| 3Y | +66.7% | -19.4% | +86.1% | +59.4% |
| All | +172.3% | -47.7% | +220.0% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling