+8.8%
COF vs PCAR
-6.9%
+15.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -3.0% |
| 7D | -5.8% | +2.9% | -8.7% | -6.9% |
| 30D | -0.3% | -2.1% | +1.8% | +0.7% |
| 3M | -8.5% | -20.4% | +11.9% | +0.8% |
| All | +8.8% | -6.9% | +15.7% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling