+172.3%
PCAR vs CRL
-35.5%
+207.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 3M | +5.9% | +55.3% | -49.4% | -4.5% |
| 6M | +0.4% | +60.7% | -60.3% | -10.9% |
| YTD | +14.8% | +44.6% | -29.8% | +4.1% |
| 1Y | +30.1% | +77.7% | -47.6% | +11.8% |
| 3Y | +66.7% | +37.6% | +29.0% | +47.0% |
| All | +172.3% | -35.5% | +207.8% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling