+367.9%
PCAR vs ROST
+299.2%
+68.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.2% | -2.2% | +2.0% | +0.6% |
| 30D | -6.9% | -11.4% | +4.5% | -3.0% |
| 3M | +2.1% | -1.6% | +3.7% | +2.3% |
| 6M | +1.6% | +6.8% | -5.2% | -1.4% |
| YTD | +12.2% | +25.8% | -13.6% | +2.8% |
| 1Y | +28.0% | +52.4% | -24.4% | +9.6% |
| 3Y | +61.0% | +94.4% | -33.4% | +25.1% |
| 5Y | +163.9% | +108.2% | +55.7% | +94.3% |
| 10Y | +367.9% | +308.5% | +59.4% | +173.7% |
| All | +367.9% | +299.2% | +68.7% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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