+12.2%
PCAR vs ROIV
+97.8%
-85.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.0% | +3.7% |
| 7D | +3.7% | +3.0% | +0.6% | +3.4% |
| 30D | -2.9% | +6.8% | -9.8% | -3.3% |
| 3M | -21.7% | +10.5% | -32.2% | -22.3% |
| 6M | -6.6% | +34.8% | -41.4% | -9.3% |
| YTD | -2.2% | +76.2% | -78.4% | -5.3% |
| 1Y | +12.2% | +92.4% | -80.2% | +6.5% |
| All | +12.2% | +97.8% | -85.6% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling