+361.8%
PCAR vs CMI
+509.0%
-147.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.1% |
| 7D | -1.6% | +0.8% | -2.4% | -2.1% |
| 30D | -7.3% | -12.8% | +5.5% | +1.3% |
| 3M | +7.8% | -12.4% | +20.3% | +16.1% |
| 6M | +3.6% | -0.9% | +4.5% | +1.3% |
| YTD | +12.9% | +8.9% | +4.0% | +2.1% |
| 1Y | +27.3% | +37.7% | -10.4% | -3.5% |
| 3Y | +61.9% | +148.9% | -87.0% | -22.2% |
| 5Y | +164.2% | +164.4% | -0.2% | +19.9% |
| All | +361.8% | +509.0% | -147.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling