+293.0%
PCAR vs CRL
+400.8%
-107.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.5% |
| 7D | +2.9% | +4.4% | -1.5% | +1.5% |
| 30D | -2.1% | +17.1% | -19.2% | -6.7% |
| 3M | -20.4% | +32.1% | -52.5% | -26.6% |
| 6M | -7.0% | +98.9% | -105.9% | -23.8% |
| YTD | -2.6% | +77.1% | -79.8% | -18.6% |
| 1Y | +9.8% | +110.3% | -100.5% | -12.5% |
| 3Y | +37.3% | +108.5% | -71.2% | +5.0% |
| 5Y | +116.4% | -7.9% | +124.3% | +102.5% |
| 10Y | +293.0% | +368.9% | -76.0% | +114.9% |
| All | +293.0% | +400.8% | -107.9% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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