+64.1%
COP vs PCAR
+3.7%
+60.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.3% |
| 7D | -11.5% | +0.1% | -11.6% | -11.5% |
| 30D | +5.0% | -4.6% | +9.5% | +4.5% |
| 3M | +17.5% | -22.6% | +40.1% | +13.7% |
| 6M | +16.2% | -12.0% | +28.2% | +14.7% |
| YTD | +48.8% | -6.1% | +54.9% | +44.0% |
| 1Y | +64.1% | +6.3% | +57.8% | +60.0% |
| All | +64.1% | +3.7% | +60.4% | +60.0% |
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