+106.6%
PCAR vs COO
-41.6%
+148.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.9% |
| 7D | +0.1% | +4.7% | -4.7% | -1.1% |
| 30D | -4.6% | +13.9% | -18.5% | -7.9% |
| 3M | -22.6% | -14.9% | -7.6% | -19.4% |
| 6M | -12.0% | +2.0% | -14.0% | -13.5% |
| YTD | -6.1% | -23.9% | +17.8% | +0.5% |
| 1Y | +6.3% | -9.6% | +15.9% | +8.3% |
| 3Y | +31.8% | -25.4% | +57.2% | +37.9% |
| All | +106.6% | -41.6% | +148.2% | +127.9% |
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