+186.4%
COP vs PCAR
+168.1%
+18.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +17.5% | -6.2% | +23.7% | +20.0% |
| 3M | +13.4% | +5.9% | +7.5% | +10.1% |
| 6M | +17.7% | +0.4% | +17.3% | +16.0% |
| YTD | +46.6% | +14.8% | +31.8% | +35.9% |
| 1Y | +44.6% | +30.1% | +14.5% | +26.4% |
| 3Y | +20.7% | +66.7% | -46.0% | -8.1% |
| All | +186.4% | +168.1% | +18.3% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling