+106.6%
PCAR vs ROP
+1.1%
+105.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.5% |
| 7D | +0.1% | +2.1% | -2.1% | -0.6% |
| 30D | -4.6% | +32.9% | -37.5% | -13.2% |
| 3M | -22.6% | +20.0% | -42.6% | -27.3% |
| 6M | -12.0% | +36.4% | -48.4% | -21.5% |
| YTD | -6.1% | +7.8% | -13.9% | -7.6% |
| 1Y | +6.3% | +8.0% | -1.7% | +4.5% |
| 3Y | +31.8% | -3.5% | +35.3% | +35.3% |
| All | +106.6% | +1.1% | +105.5% | +99.3% |
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