+113.1%
COP vs PCAR
+108.5%
+4.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -9.7% | +2.2% | -11.9% | -10.4% |
| 30D | +4.7% | -4.4% | +9.1% | +6.1% |
| 3M | +18.5% | -21.4% | +40.0% | +28.1% |
| 6M | +11.4% | -7.3% | +18.7% | +12.6% |
| YTD | +47.9% | -3.8% | +51.7% | +45.2% |
| 1Y | +59.3% | +6.3% | +53.0% | +49.5% |
| 3Y | +23.6% | +34.4% | -10.8% | +1.7% |
| 5Y | +113.1% | +109.2% | +3.9% | +33.8% |
| All | +113.1% | +108.5% | +4.6% | +33.8% |
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 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