+37.3%
PCAR vs COO
-23.3%
+60.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.0% |
| 7D | +2.9% | +4.3% | -1.4% | +1.8% |
| 30D | -2.1% | +17.6% | -19.7% | -6.1% |
| 3M | -20.4% | -13.9% | -6.5% | -17.4% |
| 6M | -7.0% | +6.6% | -13.5% | -9.7% |
| YTD | -2.6% | -22.0% | +19.4% | +3.6% |
| 1Y | +9.8% | -8.8% | +18.6% | +11.8% |
| 3Y | +37.3% | -21.5% | +58.7% | +37.3% |
| All | +37.3% | -23.3% | +60.6% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling