+12,304.7%
PCAR vs CLX
+2,609.7%
+9,695.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | +0.1% | +13.6% | -13.5% | -4.1% |
| 30D | -4.6% | +23.4% | -27.9% | -11.1% |
| 3M | -22.6% | -2.8% | -19.7% | -22.1% |
| 6M | -12.0% | +14.0% | -25.9% | -16.5% |
| YTD | -6.1% | +4.2% | -10.3% | -8.7% |
| 1Y | +6.3% | -1.2% | +7.5% | +5.1% |
| 3Y | +31.8% | -12.7% | +44.5% | +33.9% |
| 5Y | +104.2% | -26.5% | +130.7% | +113.4% |
| 10Y | +302.9% | +20.2% | +282.7% | +227.1% |
| All | +12,304.7% | +2,609.7% | +9,695.0% | +3,642.2% |
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