+12,304.7%
PCAR vs ROL
+9,562.4%
+2,742.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.5% |
| 7D | +0.1% | +9.5% | -9.4% | -3.8% |
| 30D | -4.6% | +22.9% | -27.5% | -12.8% |
| 3M | -22.6% | +3.5% | -26.1% | -24.1% |
| 6M | -12.0% | -29.4% | +17.4% | +0.8% |
| YTD | -6.1% | -36.1% | +30.0% | +11.8% |
| 1Y | +6.3% | -34.4% | +40.7% | +25.1% |
| 3Y | +31.8% | +4.0% | +27.8% | +24.5% |
| 5Y | +104.2% | +13.2% | +90.9% | +80.5% |
| 10Y | +302.9% | +219.7% | +83.3% | +108.2% |
| All | +12,304.7% | +9,562.4% | +2,742.3% | +1,392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling