+15,068.3%
PCAR vs CMI
+19,768.2%
-4,699.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -6.2% | -13.4% | +7.2% | +1.2% |
| 3M | +5.9% | -17.0% | +22.9% | +15.9% |
| 6M | +0.4% | -1.6% | +2.0% | -0.4% |
| YTD | +14.8% | +11.0% | +3.8% | +6.0% |
| 1Y | +30.1% | +41.9% | -11.8% | +4.4% |
| 3Y | +66.7% | +151.8% | -85.2% | -3.1% |
| 5Y | +166.1% | +163.6% | +2.5% | +50.9% |
| 10Y | +353.7% | +472.9% | -119.2% | +69.5% |
| All | +15,068.3% | +19,768.2% | -4,699.9% | +998.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling