+295.0%
PCAR vs CLX
+29.7%
+265.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +2.2% | +7.8% | -5.6% | +0.9% |
| 30D | +0.3% | +28.5% | -28.2% | -3.9% |
| 3M | -17.9% | +1.3% | -19.2% | -18.3% |
| 6M | -3.4% | +23.4% | -26.8% | -7.1% |
| YTD | -0.1% | +11.4% | -11.5% | -2.5% |
| 1Y | +13.4% | +6.9% | +6.5% | +11.4% |
| 3Y | +37.2% | -9.8% | +47.0% | +37.8% |
| 5Y | +117.3% | -22.7% | +140.0% | +120.7% |
| 10Y | +295.0% | +28.7% | +266.2% | +268.0% |
| All | +295.0% | +29.7% | +265.3% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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