+10,380.4%
PCAR vs COR
+17,684.4%
-7,303.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.9% |
| 7D | +0.1% | +0.8% | -0.8% | -0.1% |
| 30D | -4.6% | +5.1% | -9.7% | -5.8% |
| 3M | -22.6% | +2.8% | -25.4% | -23.2% |
| 6M | -12.0% | +32.5% | -44.5% | -18.4% |
| YTD | -6.1% | -0.7% | -5.4% | -7.2% |
| 1Y | +6.3% | -6.7% | +13.0% | +6.7% |
| 3Y | +31.8% | +73.7% | -41.9% | +10.8% |
| 5Y | +104.2% | +177.9% | -73.7% | +50.5% |
| 10Y | +302.9% | +533.8% | -230.8% | +132.3% |
| All | +10,380.4% | +17,684.4% | -7,303.9% | +3,282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling