+329.9%
COP vs PCAR
+287.3%
+42.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.5% |
| 7D | +3.4% | +2.1% | +1.3% | +2.1% |
| 30D | -0.6% | -1.2% | +0.6% | -0.4% |
| 3M | +10.8% | -18.6% | +29.4% | +22.9% |
| 6M | +19.6% | -5.1% | +24.7% | +20.3% |
| YTD | +52.9% | -1.8% | +54.7% | +48.1% |
| 1Y | +62.2% | +10.6% | +51.6% | +45.8% |
| 3Y | +32.4% | +34.9% | -2.6% | +0.7% |
| 5Y | +129.7% | +114.0% | +15.8% | +23.2% |
| All | +329.9% | +287.3% | +42.6% | +57.5% |
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