+12,304.7%
PCAR vs ROST
+70,444.2%
-58,139.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.9% |
| 7D | +0.1% | +1.2% | -1.2% | -0.3% |
| 30D | -4.6% | +2.5% | -7.0% | -5.2% |
| 3M | -22.6% | -9.0% | -13.6% | -20.7% |
| 6M | -12.0% | +1.3% | -13.3% | -12.8% |
| YTD | -6.1% | +29.1% | -35.2% | -12.9% |
| 1Y | +6.3% | +45.4% | -39.1% | -4.5% |
| 3Y | +31.8% | +94.9% | -63.1% | +8.5% |
| 5Y | +104.2% | +104.0% | +0.2% | +62.2% |
| 10Y | +302.9% | +314.8% | -11.9% | +155.7% |
| All | +12,304.7% | +70,444.2% | -58,139.5% | +2,627.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling