-5.5%
ETN vs PCAR
+12.4%
-17.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.0% | -13.9% | -11.7% |
| 7D | -10.1% | +3.7% | -13.8% | -11.8% |
| 30D | -18.4% | -2.9% | -15.5% | -17.2% |
| 3M | -20.4% | -21.7% | +1.3% | -8.3% |
| 6M | -16.0% | -6.6% | -9.3% | -13.7% |
| YTD | +11.8% | -2.2% | +14.0% | +11.0% |
| 1Y | -5.5% | +12.2% | -17.7% | -12.1% |
| All | -5.5% | +12.4% | -17.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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