+287.1%
PCAR vs CMI
+320.3%
-33.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +4.9% | +0.5% | +4.5% | +4.6% |
| 30D | -1.4% | -14.0% | +12.6% | +8.2% |
| 3M | -18.1% | -28.1% | +10.0% | +0.9% |
| 6M | -4.0% | -35.8% | +31.8% | +25.8% |
| YTD | -1.5% | -10.5% | +9.0% | +0.6% |
| 1Y | +13.2% | -1.9% | +15.0% | +8.1% |
| 3Y | +35.8% | +121.0% | -85.2% | -30.7% |
| 5Y | +114.6% | +114.6% | +0.1% | +10.6% |
| All | +287.1% | +320.3% | -33.2% | +15.4% |
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 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