+295.0%
PCAR vs COR
+489.9%
-195.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | +0.3% | +7.6% | -7.3% | -1.7% |
| 3M | -17.9% | +5.0% | -22.9% | -19.1% |
| 6M | -3.4% | +35.3% | -38.7% | -11.7% |
| YTD | -0.1% | +4.2% | -4.3% | -2.5% |
| 1Y | +13.4% | -3.4% | +16.8% | +13.2% |
| 3Y | +37.2% | +81.1% | -43.9% | +9.3% |
| 5Y | +117.3% | +195.8% | -78.5% | +44.2% |
| 10Y | +295.0% | +493.6% | -198.6% | +111.8% |
| All | +295.0% | +489.9% | -195.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling