+0.4%
PCAR vs ROP
+14.8%
-14.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | -0.1% |
| 7D | -0.5% | -4.4% | +3.9% | -0.9% |
| 30D | -6.2% | +3.2% | -9.5% | -5.9% |
| 3M | +5.9% | +23.1% | -17.2% | +8.3% |
| 6M | +0.4% | +13.3% | -12.9% | +0.9% |
| All | +0.4% | +14.8% | -14.4% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling