+37.3%
PCAR vs ROIV
+351.4%
-314.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.0% |
| 7D | +2.9% | +13.3% | -10.4% | +1.1% |
| 30D | -2.1% | +14.8% | -16.9% | -4.1% |
| 3M | -20.4% | +11.9% | -32.3% | -21.9% |
| 6M | -7.0% | +42.4% | -49.4% | -12.9% |
| YTD | -2.6% | +87.4% | -90.1% | -13.5% |
| 1Y | +9.8% | +97.2% | -87.5% | -3.7% |
| 3Y | +37.3% | +375.7% | -338.4% | -2.2% |
| All | +37.3% | +351.4% | -314.1% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling