+12,611.2%
PCAR vs COO
+5,456.7%
+7,154.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +2.2% | +5.3% | -3.1% | +1.6% |
| 30D | -4.4% | +12.5% | -17.0% | -5.6% |
| 3M | -21.4% | -15.1% | -6.3% | -20.3% |
| 6M | -7.3% | +3.7% | -11.0% | -8.0% |
| YTD | -3.8% | -22.5% | +18.7% | -1.6% |
| 1Y | +6.3% | -7.8% | +14.1% | +6.8% |
| 3Y | +34.4% | -24.1% | +58.5% | +36.9% |
| 5Y | +109.2% | -40.1% | +149.3% | +117.1% |
| 10Y | +312.9% | +44.7% | +268.2% | +293.8% |
| All | +12,611.2% | +5,456.7% | +7,154.5% | +9,575.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling