+52.8%
COF vs PCAR
+168.1%
-115.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +2.2% |
| 30D | -0.6% | -6.2% | +5.7% | +3.6% |
| 3M | +20.3% | +5.9% | +14.4% | +15.2% |
| 6M | +13.0% | +0.4% | +12.6% | +11.6% |
| YTD | -8.3% | +14.8% | -23.2% | -17.5% |
| 1Y | -1.5% | +30.1% | -31.6% | -18.9% |
| 3Y | +122.3% | +66.6% | +55.6% | +45.2% |
| All | +52.8% | +168.1% | -115.3% | -35.3% |
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 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