+359.2%
PCAR vs CMI
+514.3%
-155.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.7% |
| 30D | -6.9% | -12.3% | +5.4% | +1.4% |
| 3M | +2.1% | -16.8% | +18.9% | +13.8% |
| 6M | +1.6% | +1.5% | +0.1% | -2.2% |
| YTD | +12.2% | +9.8% | +2.4% | +1.0% |
| 1Y | +28.0% | +42.6% | -14.5% | -5.3% |
| 3Y | +61.0% | +151.0% | -90.0% | -23.1% |
| 5Y | +163.9% | +167.0% | -3.1% | +19.0% |
| All | +359.2% | +514.3% | -155.0% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling