+310.1%
COP vs PCAR
+291.3%
+18.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -6.1% | +3.5% | -9.6% | -8.0% |
| 30D | +1.1% | -2.3% | +3.4% | +1.9% |
| 3M | +10.9% | -19.3% | +30.3% | +23.8% |
| 6M | +20.8% | -7.1% | +27.9% | +22.9% |
| YTD | +48.0% | -2.8% | +50.8% | +44.2% |
| 1Y | +58.5% | +9.3% | +49.2% | +43.4% |
| 3Y | +28.1% | +33.5% | -5.4% | -2.0% |
| 5Y | +120.5% | +112.6% | +7.8% | +18.5% |
| 10Y | +310.1% | +276.9% | +33.2% | +48.9% |
| All | +310.1% | +291.3% | +18.9% | +48.9% |
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