+278.2%
PCAR vs CRL
+353.6%
-75.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | +3.8% | -1.7% | +5.5% | +4.0% |
| 30D | -2.0% | +14.6% | -16.5% | -6.0% |
| 3M | -19.1% | +24.8% | -43.9% | -24.4% |
| 6M | -6.8% | +94.7% | -101.5% | -23.3% |
| YTD | -2.5% | +73.4% | -75.8% | -18.0% |
| 1Y | +9.7% | +104.7% | -95.0% | -12.0% |
| 3Y | +34.0% | +101.1% | -67.1% | +3.5% |
| 5Y | +113.3% | -10.8% | +124.1% | +101.4% |
| 10Y | +278.2% | +358.8% | -80.6% | +107.3% |
| All | +278.2% | +353.6% | -75.4% | +107.3% |
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