+367.2%
PCAR vs ROL
+213.5%
+153.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | -6.2% | -4.1% | -2.1% | -5.0% |
| 3M | +5.9% | -22.5% | +28.4% | +14.2% |
| 6M | +0.4% | -37.7% | +38.1% | +16.1% |
| YTD | +14.8% | -39.6% | +54.4% | +33.8% |
| 1Y | +30.1% | -36.0% | +66.1% | +48.5% |
| 3Y | +66.7% | -5.1% | +71.8% | +64.2% |
| 5Y | +166.1% | -3.4% | +169.5% | +155.0% |
| All | +367.2% | +213.5% | +153.7% | +152.2% |
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