+172.3%
PCAR vs COR
+184.0%
-11.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | -0.5% | +2.8% | -3.3% | -1.0% |
| 30D | -6.2% | +4.5% | -10.8% | -7.0% |
| 3M | +5.9% | +22.7% | -16.8% | +2.3% |
| 6M | +0.4% | -9.7% | +10.1% | +2.5% |
| YTD | +14.8% | -1.4% | +16.3% | +14.8% |
| 1Y | +30.1% | +13.9% | +16.2% | +25.5% |
| 3Y | +66.7% | +94.0% | -27.3% | +31.5% |
| All | +172.3% | +184.0% | -11.7% | +76.3% |
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