+6.3%
PCAR vs ROL
-35.3%
+41.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | +0.1% | +9.5% | -9.4% | -1.8% |
| 30D | -4.6% | +22.9% | -27.5% | -8.6% |
| 3M | -22.6% | +3.5% | -26.1% | -23.3% |
| 6M | -12.0% | -29.4% | +17.4% | -3.5% |
| YTD | -6.1% | -36.1% | +30.0% | +4.8% |
| 1Y | +6.3% | -34.4% | +40.7% | +14.7% |
| All | +6.3% | -35.3% | +41.6% | +14.7% |
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