+106.6%
PCAR vs ROST
+103.5%
+3.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.8% |
| 7D | +0.1% | +1.2% | -1.2% | -0.3% |
| 30D | -4.6% | +2.5% | -7.0% | -5.4% |
| 3M | -22.6% | -9.0% | -13.6% | -20.4% |
| 6M | -12.0% | +1.3% | -13.3% | -13.0% |
| YTD | -6.1% | +29.1% | -35.2% | -14.5% |
| 1Y | +6.3% | +45.4% | -39.1% | -6.9% |
| 3Y | +31.8% | +94.9% | -63.1% | +3.9% |
| All | +106.6% | +103.5% | +3.2% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling