+110.7%
COP vs PCAR
+114.5%
-3.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -2.5% |
| 7D | -8.4% | +2.9% | -11.3% | -9.4% |
| 30D | +0.3% | -2.1% | +2.4% | +0.8% |
| 3M | +15.1% | -20.4% | +35.5% | +23.8% |
| 6M | +19.8% | -7.0% | +26.7% | +20.9% |
| YTD | +46.8% | -2.6% | +49.5% | +43.6% |
| 1Y | +59.7% | +9.8% | +50.0% | +47.9% |
| 3Y | +28.7% | +37.3% | -8.6% | +5.0% |
| 5Y | +110.7% | +116.4% | -5.7% | +29.3% |
| All | +110.7% | +114.5% | -3.8% | +29.3% |
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