+4,513.6%
PCAR vs CRL
+1,630.9%
+2,882.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.8% | -10.2% | -4.7% |
| 7D | +0.1% | -6.1% | +6.2% | +1.4% |
| 30D | -4.6% | +12.4% | -17.0% | -8.6% |
| 3M | -22.6% | +27.1% | -49.7% | -28.8% |
| 6M | -12.0% | +85.7% | -97.7% | -28.5% |
| YTD | -6.1% | +69.2% | -75.3% | -22.5% |
| 1Y | +6.3% | +97.5% | -91.2% | -16.4% |
| 3Y | +31.8% | +86.1% | -54.3% | +0.3% |
| 5Y | +104.2% | -10.0% | +114.2% | +86.6% |
| 10Y | +302.9% | +395.0% | -92.0% | +97.8% |
| All | +4,513.6% | +1,630.9% | +2,882.8% | +1,596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling