+298.3%
COP vs PCAR
+326.7%
-28.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -3.2% |
| 7D | -8.4% | +2.9% | -11.3% | -10.0% |
| 30D | +0.3% | -2.1% | +2.4% | +1.0% |
| 3M | +15.1% | -20.4% | +35.5% | +29.1% |
| 6M | +19.8% | -7.0% | +26.7% | +21.7% |
| YTD | +46.8% | -2.6% | +49.5% | +42.9% |
| 1Y | +59.7% | +9.8% | +50.0% | +44.3% |
| 3Y | +28.7% | +37.3% | -8.6% | -3.1% |
| 5Y | +110.7% | +116.4% | -5.7% | +12.2% |
| 10Y | +298.3% | +293.0% | +5.3% | +47.8% |
| All | +298.3% | +326.7% | -28.4% | +47.8% |
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