+92.3%
COST vs PCAR
+31.0%
+61.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +12.0% | -4.6% | +16.5% | +12.4% |
| 3M | +11.2% | -22.6% | +33.7% | +13.7% |
| 6M | +6.1% | -12.0% | +18.1% | +7.1% |
| YTD | +22.9% | -6.1% | +29.0% | +23.1% |
| 1Y | +14.7% | +6.3% | +8.4% | +13.4% |
| 3Y | +92.3% | +31.8% | +60.5% | +68.9% |
| All | +92.3% | +31.0% | +61.3% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling