+12,304.7%
PCAR vs CRS
+5,917.0%
+6,387.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | -4.6% | -28.8% | +24.2% | +5.2% |
| 3M | -22.6% | -50.0% | +27.4% | -4.6% |
| 6M | -12.0% | -39.2% | +27.2% | +1.0% |
| YTD | -6.1% | -11.4% | +5.3% | -5.9% |
| 1Y | +6.3% | -11.7% | +18.0% | +6.3% |
| 3Y | +31.8% | +319.6% | -287.9% | -27.9% |
| 5Y | +104.2% | +794.8% | -690.6% | -19.5% |
| 10Y | +302.9% | +926.9% | -624.0% | +25.0% |
| All | +12,304.7% | +5,917.0% | +6,387.7% | +1,533.3% |
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