+70.4%
PCAR vs CRL
+38.0%
+32.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.5% |
| 7D | -0.5% | -1.0% | +0.5% | -0.3% |
| 30D | -6.2% | +10.7% | -16.9% | -8.6% |
| 3M | +5.9% | +55.3% | -49.4% | -5.4% |
| 6M | +0.4% | +60.7% | -60.3% | -11.9% |
| YTD | +14.8% | +44.6% | -29.8% | +3.1% |
| 1Y | +30.1% | +77.7% | -47.6% | +9.9% |
| All | +70.4% | +38.0% | +32.4% | +49.5% |
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