+11.9%
COST vs PCAR
+12.4%
-0.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.4% | +2.4% |
| 7D | +6.6% | +3.7% | +3.0% | +6.4% |
| 30D | +13.5% | -2.9% | +16.4% | +13.5% |
| 3M | +10.6% | -21.7% | +32.3% | +11.5% |
| 6M | +3.6% | -6.6% | +10.3% | +3.7% |
| YTD | +22.1% | -2.2% | +24.3% | +22.1% |
| 1Y | +11.9% | +12.2% | -0.3% | +10.9% |
| All | +11.9% | +12.4% | -0.5% | +10.9% |
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 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