+115.2%
PCAR vs COO
-40.4%
+155.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +4.9% | +0.5% | +4.5% | +4.8% |
| 30D | -1.4% | +14.2% | -15.6% | -4.9% |
| 3M | -18.1% | -18.2% | +0.1% | -13.8% |
| 6M | -4.0% | +5.3% | -9.4% | -6.6% |
| YTD | -1.5% | -23.6% | +22.1% | +5.4% |
| 1Y | +13.2% | -12.7% | +25.9% | +16.5% |
| 3Y | +35.8% | -24.2% | +60.0% | +41.4% |
| All | +115.2% | -40.4% | +155.6% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling