+15,068.3%
PCAR vs CLX
+2,386.6%
+12,681.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -0.5% | -9.2% | +8.7% | +2.7% |
| 30D | -6.2% | -11.0% | +4.8% | -2.6% |
| 3M | +5.9% | +5.0% | +0.9% | +3.6% |
| 6M | +0.4% | -18.8% | +19.2% | +6.6% |
| YTD | +14.8% | -4.4% | +19.2% | +15.2% |
| 1Y | +30.1% | -21.9% | +52.0% | +39.3% |
| 3Y | +66.7% | -32.8% | +99.4% | +85.0% |
| 5Y | +166.1% | -34.6% | +200.7% | +190.0% |
| 10Y | +353.7% | -4.7% | +358.4% | +302.4% |
| All | +15,068.3% | +2,386.6% | +12,681.7% | +4,619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling