+12.5%
PCAR vs ROST
+49.2%
-36.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +2.1% |
| 7D | +2.2% | -1.8% | +4.0% | +2.8% |
| 30D | +0.3% | +6.8% | -6.5% | -1.9% |
| 3M | -17.9% | -4.0% | -13.9% | -16.9% |
| 6M | -3.4% | +12.9% | -16.3% | -9.1% |
| YTD | -0.1% | +34.7% | -34.8% | -16.4% |
| All | +12.5% | +49.2% | -36.7% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling