+117.3%
PCAR vs ROL
+14.4%
+102.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +0.3% | +20.6% | -20.2% | -4.3% |
| 3M | -17.9% | +4.5% | -22.4% | -19.0% |
| 6M | -3.4% | -26.5% | +23.1% | +4.1% |
| YTD | -0.1% | -34.8% | +34.7% | +11.0% |
| 1Y | +13.4% | -33.2% | +46.6% | +25.1% |
| 3Y | +37.2% | +4.5% | +32.7% | +32.5% |
| 5Y | +117.3% | +15.5% | +101.8% | +101.9% |
| All | +117.3% | +14.4% | +102.9% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling