+11,743.1%
COST vs PCAR
+15,337.6%
-3,594.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -2.8% | -6.2% | +3.4% | -1.0% |
| 3M | -5.7% | +5.9% | -11.6% | -7.6% |
| 6M | -8.8% | +0.4% | -9.2% | -9.6% |
| YTD | +6.7% | +14.8% | -8.2% | +1.5% |
| 1Y | -3.6% | +30.1% | -33.7% | -12.1% |
| 3Y | +75.1% | +66.7% | +8.4% | +45.0% |
| 5Y | +108.9% | +166.1% | -57.2% | +48.6% |
| 10Y | +586.2% | +353.7% | +232.5% | +300.9% |
| All | +11,743.1% | +15,337.6% | -3,594.5% | +1,770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling