+20.6%
ETN vs PCAR
+27.2%
-6.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | -6.7% | -6.9% | +0.2% | -2.9% |
| 3M | +3.6% | +2.1% | +1.5% | +1.9% |
| 6M | +18.3% | +1.6% | +16.7% | +15.9% |
| YTD | +31.5% | +12.2% | +19.2% | +24.7% |
| 1Y | +20.6% | +28.0% | -7.5% | +11.1% |
| All | +20.6% | +27.2% | -6.6% | +11.1% |
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