+106.6%
PCAR vs COR
+178.3%
-71.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.1% |
| 7D | +0.1% | +0.8% | -0.8% | 0.0% |
| 30D | -4.6% | +5.1% | -9.7% | -5.3% |
| 3M | -22.6% | +2.8% | -25.4% | -22.9% |
| 6M | -12.0% | +32.5% | -44.5% | -15.9% |
| YTD | -6.1% | -0.7% | -5.4% | -6.2% |
| 1Y | +6.3% | -6.7% | +13.0% | +7.6% |
| 3Y | +31.8% | +73.7% | -41.9% | +9.7% |
| All | +106.6% | +178.3% | -71.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling