+12,304.7%
PCAR vs COO
+5,356.1%
+6,948.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.2% |
| 7D | +0.1% | +4.7% | -4.7% | -0.4% |
| 30D | -4.6% | +13.9% | -18.5% | -5.8% |
| 3M | -22.6% | -14.9% | -7.6% | -21.5% |
| 6M | -12.0% | +2.0% | -14.0% | -12.4% |
| YTD | -6.1% | -23.9% | +17.8% | -3.8% |
| 1Y | +6.3% | -9.6% | +15.9% | +7.1% |
| 3Y | +31.8% | -25.4% | +57.2% | +34.5% |
| 5Y | +104.2% | -41.2% | +145.4% | +112.3% |
| 10Y | +302.9% | +42.1% | +260.9% | +285.1% |
| All | +12,304.7% | +5,356.1% | +6,948.6% | +9,359.7% |
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