+13,545.6%
COST vs PCAR
+12,524.9%
+1,020.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +12.0% | -4.6% | +16.5% | +13.4% |
| 3M | +11.2% | -22.6% | +33.7% | +19.6% |
| 6M | +6.1% | -12.0% | +18.1% | +9.5% |
| YTD | +22.9% | -6.1% | +29.0% | +23.9% |
| 1Y | +14.7% | +6.3% | +8.4% | +11.2% |
| 3Y | +92.3% | +31.8% | +60.5% | +70.6% |
| 5Y | +116.6% | +104.2% | +12.5% | +66.7% |
| 10Y | +775.4% | +302.9% | +472.5% | +428.8% |
| All | +13,545.6% | +12,524.9% | +1,020.7% | +2,183.4% |
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