+168.2%
PCAR vs CRS
+1,394.1%
-1,225.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -1.1% |
| 7D | 0.0% | -3.1% | +3.1% | +0.6% |
| 30D | -7.7% | -19.6% | +11.9% | -3.8% |
| 3M | +3.7% | -8.1% | +11.8% | +5.0% |
| 6M | +2.3% | +18.6% | -16.3% | -1.8% |
| YTD | +12.8% | +45.9% | -33.1% | +3.8% |
| 1Y | +27.8% | +82.5% | -54.7% | +11.6% |
| 3Y | +61.8% | +648.9% | -587.1% | +0.1% |
| 5Y | +168.2% | +1,438.1% | -1,269.9% | +33.1% |
| All | +168.2% | +1,394.1% | -1,225.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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