+749.2%
COST vs PCAR
+287.3%
+461.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +2.5% | +2.1% | +0.4% | +1.9% |
| 30D | +14.6% | -1.2% | +15.8% | +14.9% |
| 3M | +15.2% | -18.6% | +33.8% | +21.1% |
| 6M | +7.2% | -5.1% | +12.3% | +8.0% |
| YTD | +27.4% | -1.8% | +29.2% | +26.6% |
| 1Y | +20.2% | +10.6% | +9.6% | +15.5% |
| 3Y | +96.9% | +34.9% | +61.9% | +72.9% |
| 5Y | +122.8% | +114.0% | +8.9% | +66.3% |
| All | +749.2% | +287.3% | +461.9% | +427.1% |
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