+287.1%
PCAR vs ROL
+221.5%
+65.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.5% |
| 7D | +4.9% | +3.0% | +2.0% | +4.0% |
| 30D | -1.4% | +19.8% | -21.2% | -6.9% |
| 3M | -18.1% | +7.9% | -26.0% | -20.3% |
| 6M | -4.0% | -25.6% | +21.6% | +4.6% |
| YTD | -1.5% | -34.1% | +32.7% | +11.4% |
| 1Y | +13.2% | -31.4% | +44.6% | +26.3% |
| 3Y | +35.8% | +4.7% | +31.1% | +29.7% |
| 5Y | +114.6% | +15.6% | +99.0% | +93.8% |
| All | +287.1% | +221.5% | +65.6% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling