+367.2%
PCAR vs COO
+48.2%
+319.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | -6.2% | -7.0% | +0.8% | -4.1% |
| 3M | +5.9% | +12.2% | -6.3% | +1.5% |
| 6M | +0.4% | -15.1% | +15.5% | +5.4% |
| YTD | +14.8% | -15.1% | +29.9% | +20.4% |
| 1Y | +30.1% | +2.3% | +27.8% | +28.1% |
| 3Y | +66.7% | -23.7% | +90.3% | +75.8% |
| 5Y | +166.1% | -38.9% | +205.1% | +197.4% |
| All | +367.2% | +48.2% | +319.0% | +308.1% |
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