+67.6%
PCAR vs ROST
+97.0%
-29.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | -6.2% | -8.9% | +2.7% | -3.2% |
| 3M | +5.9% | -0.8% | +6.7% | +5.8% |
| 6M | +0.4% | +8.5% | -8.1% | -3.4% |
| YTD | +14.8% | +28.6% | -13.8% | +3.4% |
| 1Y | +30.1% | +52.3% | -22.2% | +9.9% |
| All | +67.6% | +97.0% | -29.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling