+172.3%
PCAR vs ROP
-13.6%
+185.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.4% |
| 7D | -0.5% | -4.4% | +3.9% | +1.0% |
| 30D | -6.2% | +3.2% | -9.5% | -7.4% |
| 3M | +5.9% | +23.1% | -17.2% | -2.3% |
| 6M | +0.4% | +13.3% | -12.9% | -4.8% |
| YTD | +14.8% | -7.9% | +22.7% | +19.0% |
| 1Y | +30.1% | -22.1% | +52.2% | +46.1% |
| 3Y | +66.7% | -16.8% | +83.5% | +79.6% |
| All | +172.3% | -13.6% | +185.9% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling