+122.1%
PCAR vs ROIV
+248.8%
-126.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.3% |
| 7D | +2.2% | -2.4% | +4.6% | +2.3% |
| 30D | -4.4% | +3.1% | -7.5% | -4.6% |
| 3M | -21.4% | +5.8% | -27.3% | -21.8% |
| 6M | -7.3% | +29.3% | -36.6% | -9.0% |
| YTD | -3.8% | +68.8% | -72.5% | -7.0% |
| 1Y | +6.3% | +81.0% | -74.7% | +2.3% |
| 3Y | +34.4% | +294.6% | -260.2% | +23.9% |
| 5Y | +109.2% | +373.1% | -263.9% | +83.0% |
| All | +122.1% | +248.8% | -126.6% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling