+602.0%
COST vs PCAR
+357.6%
+244.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -4.0% | -7.7% | +3.8% | -2.1% |
| 3M | -6.5% | +3.7% | -10.2% | -7.7% |
| 6M | -8.5% | +2.3% | -10.8% | -9.6% |
| YTD | +6.0% | +12.8% | -6.8% | +1.9% |
| 1Y | -5.8% | +27.8% | -33.6% | -12.8% |
| 3Y | +71.8% | +61.8% | +10.0% | +43.9% |
| 5Y | +106.2% | +168.2% | -62.0% | +45.2% |
| 10Y | +602.0% | +359.1% | +243.0% | +315.9% |
| All | +602.0% | +357.6% | +244.5% | +315.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling