+30.1%
PCAR vs ROL
-35.4%
+65.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | -6.2% | -4.1% | -2.1% | -5.5% |
| 3M | +5.9% | -22.5% | +28.4% | +11.5% |
| 6M | +0.4% | -37.7% | +38.1% | +12.9% |
| YTD | +14.8% | -39.6% | +54.4% | +30.1% |
| 1Y | +30.1% | -36.0% | +66.1% | +45.6% |
| All | +30.1% | -35.4% | +65.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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