+294.0%
PCAR vs ROP
+196.0%
+98.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.0% |
| 7D | +0.1% | +2.1% | -2.1% | -0.9% |
| 30D | -4.6% | +32.9% | -37.5% | -16.9% |
| 3M | -22.6% | +20.3% | -42.9% | -29.5% |
| 6M | -12.0% | +36.8% | -48.7% | -25.6% |
| YTD | -6.1% | +8.1% | -14.2% | -11.2% |
| 1Y | +6.3% | +8.3% | -1.9% | +0.5% |
| 3Y | +31.8% | -3.2% | +35.0% | +30.7% |
| 5Y | +104.2% | +1.7% | +102.5% | +93.6% |
| All | +294.0% | +196.0% | +98.0% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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