+12,611.2%
PCAR vs CLF
+633.9%
+11,977.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.2% | +10.7% | +0.9% |
| 7D | +2.2% | -21.0% | +23.1% | +6.8% |
| 30D | -4.4% | -8.0% | +3.6% | -3.8% |
| 3M | -21.4% | -10.9% | -10.5% | -20.8% |
| 6M | -7.3% | +5.8% | -13.2% | -11.0% |
| YTD | -3.8% | -15.1% | +11.4% | -4.7% |
| 1Y | +6.3% | +7.2% | -0.9% | +0.1% |
| 3Y | +34.4% | -34.2% | +68.5% | +29.5% |
| 5Y | +109.2% | -49.6% | +158.8% | +102.2% |
| 10Y | +312.9% | +109.9% | +203.0% | +139.2% |
| All | +12,611.2% | +633.9% | +11,977.3% | +2,976.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling