+130.6%
PCAR vs ROIV
+298.6%
-168.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | +2.2% | +9.5% | -7.3% | +1.7% |
| 30D | +0.3% | +21.0% | -20.7% | -0.8% |
| 3M | -17.9% | +18.7% | -36.6% | -18.9% |
| 6M | -3.4% | +44.5% | -47.9% | -5.7% |
| YTD | -0.1% | +92.9% | -93.0% | -4.2% |
| 1Y | +13.4% | +100.2% | -86.8% | +8.5% |
| 3Y | +37.2% | +375.0% | -337.8% | +25.4% |
| 5Y | +117.3% | +435.2% | -317.8% | +88.6% |
| All | +130.6% | +298.6% | -168.0% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling