+35.8%
PCAR vs CLX
-6.4%
+42.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +4.9% | +9.5% | -4.6% | +2.7% |
| 30D | -1.4% | +30.7% | -32.1% | -7.4% |
| 3M | -18.1% | +4.2% | -22.4% | -19.2% |
| 6M | -4.0% | +22.1% | -26.1% | -8.8% |
| YTD | -1.5% | +14.1% | -15.5% | -5.3% |
| 1Y | +13.2% | +10.3% | +2.9% | +9.5% |
| 3Y | +35.8% | -7.8% | +43.6% | +38.0% |
| All | +35.8% | -6.4% | +42.2% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling