+117.3%
PCAR vs COO
-41.3%
+158.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +2.2% | -2.3% | +4.5% | +2.9% |
| 30D | +0.3% | +13.3% | -13.0% | -3.0% |
| 3M | -17.9% | -18.1% | +0.2% | -13.6% |
| 6M | -3.4% | +6.7% | -10.1% | -6.3% |
| YTD | -0.1% | -23.2% | +23.1% | +6.7% |
| 1Y | +13.4% | -12.3% | +25.7% | +16.6% |
| 3Y | +37.2% | -23.6% | +60.8% | +42.5% |
| 5Y | +117.3% | -38.7% | +156.1% | +136.9% |
| All | +117.3% | -41.3% | +158.7% | +136.9% |
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