+116.8%
PCAR vs ROIV
+270.3%
-153.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.6% | -2.8% |
| 7D | +0.1% | +5.3% | -5.3% | -0.2% |
| 30D | -4.6% | +11.9% | -16.5% | -5.2% |
| 3M | -22.6% | +10.7% | -33.3% | -23.2% |
| 6M | -12.0% | +34.9% | -46.9% | -13.7% |
| YTD | -6.1% | +79.2% | -85.3% | -9.6% |
| 1Y | +6.3% | +89.0% | -82.7% | +2.1% |
| 3Y | +31.8% | +337.3% | -305.6% | +21.0% |
| 5Y | +104.2% | +402.3% | -298.2% | +77.9% |
| All | +116.8% | +270.3% | -153.5% | +89.6% |
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