+250.3%
COF vs PCAR
+361.0%
-110.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -2.7% | -0.2% | -2.4% | -2.5% |
| 30D | -3.4% | -6.9% | +3.5% | +2.0% |
| 3M | +15.4% | +2.1% | +13.3% | +12.8% |
| 6M | +14.4% | +1.6% | +12.8% | +11.5% |
| YTD | -12.0% | +12.2% | -24.2% | -20.9% |
| 1Y | -3.7% | +28.0% | -31.8% | -22.6% |
| 3Y | +121.1% | +61.0% | +60.1% | +40.4% |
| 5Y | +47.8% | +163.9% | -116.1% | -40.1% |
| 10Y | +250.3% | +367.9% | -117.6% | -10.3% |
| All | +250.3% | +361.0% | -110.7% | -10.3% |
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