+41.7%
COF vs PCAR
+101.4%
-59.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.6% |
| 7D | -1.5% | +0.1% | -1.5% | -1.6% |
| 30D | +3.0% | -4.6% | +7.6% | +6.0% |
| 3M | -7.9% | -22.6% | +14.7% | +8.3% |
| 6M | +5.2% | -12.0% | +17.2% | +13.0% |
| YTD | -15.7% | -6.1% | -9.6% | -13.8% |
| 1Y | -5.5% | +6.3% | -11.8% | -11.3% |
| 3Y | +100.5% | +31.8% | +68.7% | +53.0% |
| All | +41.7% | +101.4% | -59.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling