+70.4%
PCAR vs COMP
+215.9%
-145.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | -6.2% | -13.3% | +7.1% | -5.0% |
| 3M | +5.9% | +41.1% | -35.2% | +1.7% |
| 6M | +0.4% | +17.2% | -16.8% | -2.6% |
| YTD | +14.8% | +5.2% | +9.6% | +12.0% |
| 1Y | +30.1% | +18.9% | +11.2% | +24.9% |
| All | +70.4% | +215.9% | -145.5% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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