+325.1%
COP vs PCAR
+357.6%
-32.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.5% |
| 7D | -0.8% | 0.0% | -0.9% | -0.9% |
| 30D | +15.6% | -7.7% | +23.3% | +20.5% |
| 3M | +14.3% | +3.7% | +10.6% | +10.6% |
| 6M | +17.0% | +2.3% | +14.7% | +12.6% |
| YTD | +47.4% | +12.8% | +34.6% | +33.2% |
| 1Y | +52.4% | +27.8% | +24.6% | +26.8% |
| 3Y | +20.8% | +61.8% | -41.0% | -17.0% |
| 5Y | +191.7% | +168.2% | +23.5% | +36.6% |
| 10Y | +325.1% | +359.1% | -34.0% | +34.1% |
| All | +325.1% | +357.6% | -32.5% | +34.1% |
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