+10,836.1%
PCAR vs ROP
+25,523.2%
-14,687.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.5% |
| 7D | -0.5% | -4.4% | +3.9% | +1.1% |
| 30D | -6.2% | +3.2% | -9.5% | -7.4% |
| 3M | +5.9% | +23.1% | -17.2% | -2.5% |
| 6M | +0.4% | +13.3% | -12.9% | -5.3% |
| YTD | +14.8% | -7.9% | +22.7% | +16.2% |
| 1Y | +30.1% | -22.1% | +52.2% | +39.8% |
| 3Y | +66.7% | -16.8% | +83.5% | +74.2% |
| 5Y | +166.1% | -13.5% | +179.7% | +172.2% |
| 10Y | +353.7% | +137.7% | +216.0% | +219.9% |
| All | +10,836.1% | +25,523.2% | -14,687.1% | +3,815.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling