+116.4%
PCAR vs CLF
-47.4%
+163.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +2.8% |
| 7D | +2.9% | -14.1% | +17.0% | +4.8% |
| 30D | -2.1% | -5.5% | +3.4% | -2.0% |
| 3M | -20.4% | 0.0% | -20.4% | -21.2% |
| 6M | -7.0% | +11.3% | -18.2% | -10.0% |
| YTD | -2.6% | -7.7% | +5.0% | -4.3% |
| 1Y | +9.8% | +17.5% | -7.8% | +4.0% |
| 3Y | +37.3% | -25.4% | +62.7% | +32.0% |
| 5Y | +116.4% | -46.0% | +162.4% | +111.3% |
| All | +116.4% | -47.4% | +163.9% | +111.3% |
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