+175.7%
COF vs PCAR
+288.5%
-112.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | -3.4% | +4.9% | -8.3% | -7.0% |
| 30D | +0.4% | -1.4% | +1.8% | +1.1% |
| 3M | -12.5% | -18.1% | +5.6% | +1.3% |
| 6M | +8.3% | -4.0% | +12.3% | +10.0% |
| YTD | -18.6% | -1.5% | -17.1% | -19.6% |
| 1Y | -8.6% | +13.2% | -21.8% | -19.3% |
| 3Y | +94.7% | +35.8% | +58.9% | +41.2% |
| 5Y | +35.3% | +114.6% | -79.3% | -35.5% |
| All | +175.7% | +288.5% | -112.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling