+12,784.0%
PCAR vs CRS
+6,329.0%
+6,455.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.0% |
| 7D | +3.8% | +0.2% | +3.6% | +3.6% |
| 30D | -2.0% | -22.9% | +20.9% | +5.2% |
| 3M | -19.1% | -46.8% | +27.8% | -2.3% |
| 6M | -6.8% | -30.4% | +23.6% | +2.3% |
| YTD | -2.5% | -5.4% | +2.9% | -4.4% |
| 1Y | +9.7% | -9.0% | +18.6% | +8.5% |
| 3Y | +34.0% | +352.2% | -318.2% | -28.5% |
| 5Y | +113.3% | +852.2% | -738.9% | -17.5% |
| 10Y | +278.2% | +862.6% | -584.4% | +20.6% |
| All | +12,784.0% | +6,329.0% | +6,455.0% | +1,559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling