+278.2%
PCAR vs ROP
+185.1%
+93.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | -2.0% | +30.3% | -32.3% | -13.8% |
| 3M | -19.1% | +17.8% | -36.8% | -25.6% |
| 6M | -6.8% | +38.9% | -45.7% | -21.8% |
| YTD | -2.5% | +7.6% | -10.1% | -7.5% |
| 1Y | +9.7% | +6.5% | +3.2% | +4.5% |
| 3Y | +34.0% | -6.3% | +40.2% | +35.2% |
| 5Y | +113.3% | +0.9% | +112.4% | +103.2% |
| 10Y | +278.2% | +180.7% | +97.5% | +79.6% |
| All | +278.2% | +185.1% | +93.1% | +79.6% |
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