+544.6%
ETN vs PCAR
+288.5%
+256.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | +3.6% | +4.9% | -1.3% | +0.3% |
| 30D | -13.4% | -1.4% | -12.0% | -13.1% |
| 3M | -21.9% | -18.1% | -3.8% | -11.0% |
| 6M | -12.8% | -4.0% | -8.8% | -11.5% |
| YTD | +12.1% | -1.5% | +13.5% | +11.2% |
| 1Y | +0.8% | +13.2% | -12.4% | -9.7% |
| 3Y | +64.5% | +35.8% | +28.7% | +22.0% |
| 5Y | +121.7% | +114.6% | +7.1% | +12.0% |
| All | +544.6% | +288.5% | +256.1% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling