+114.0%
PCAR vs CRL
-13.0%
+127.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.6% |
| 7D | +2.1% | +8.9% | -6.8% | +0.2% |
| 30D | -1.2% | +14.0% | -15.2% | -4.5% |
| 3M | -18.6% | +19.8% | -38.4% | -22.4% |
| 6M | -5.1% | +102.0% | -107.1% | -20.2% |
| YTD | -1.8% | +70.8% | -72.6% | -14.9% |
| 1Y | +10.6% | +98.7% | -88.1% | -7.5% |
| 3Y | +34.9% | +98.2% | -63.2% | +9.7% |
| 5Y | +114.0% | -11.7% | +125.7% | +82.5% |
| All | +114.0% | -13.0% | +127.0% | +82.5% |
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