+37.7%
PCAR vs CRL
+100.7%
-63.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | +2.2% | +5.0% | -2.8% | +1.0% |
| 30D | +0.3% | +13.5% | -13.2% | -3.2% |
| 3M | -17.9% | +21.5% | -39.4% | -22.3% |
| 6M | -3.4% | +103.4% | -106.8% | -20.1% |
| YTD | -0.1% | +71.8% | -71.9% | -14.5% |
| 1Y | +13.4% | +97.5% | -84.1% | -6.7% |
| All | +37.7% | +100.7% | -63.0% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling