+60.7%
COP vs PCAR
+12.4%
+48.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.2% | -4.6% |
| 7D | -8.1% | +3.7% | -11.8% | -7.6% |
| 30D | +6.7% | -2.9% | +9.6% | +6.5% |
| 3M | +16.9% | -21.7% | +38.6% | +13.5% |
| 6M | +11.2% | -6.6% | +17.8% | +10.5% |
| YTD | +49.5% | -2.2% | +51.8% | +45.3% |
| 1Y | +60.7% | +12.2% | +48.4% | +55.4% |
| All | +60.7% | +12.4% | +48.3% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling