+293.0%
PCAR vs COO
+40.7%
+252.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.9% |
| 7D | +2.9% | +4.3% | -1.4% | +1.6% |
| 30D | -2.1% | +17.6% | -19.7% | -7.0% |
| 3M | -20.4% | -13.9% | -6.5% | -17.1% |
| 6M | -7.0% | +6.6% | -13.5% | -10.1% |
| YTD | -2.6% | -22.0% | +19.4% | +4.2% |
| 1Y | +9.8% | -8.8% | +18.6% | +11.6% |
| 3Y | +37.3% | -21.5% | +58.7% | +42.3% |
| 5Y | +116.4% | -41.0% | +157.5% | +142.6% |
| 10Y | +293.0% | +40.9% | +252.1% | +248.0% |
| All | +293.0% | +40.7% | +252.2% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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