+122.3%
ETN vs PCAR
+114.5%
+7.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.5% | +3.1% |
| 7D | -1.8% | +2.9% | -4.8% | -3.7% |
| 30D | -16.4% | -2.1% | -14.2% | -15.7% |
| 3M | -19.9% | -20.4% | +0.4% | -9.2% |
| 6M | -10.3% | -7.0% | -3.3% | -7.4% |
| YTD | +13.8% | -2.6% | +16.4% | +14.1% |
| 1Y | -3.1% | +9.8% | -12.8% | -9.4% |
| 3Y | +70.1% | +37.3% | +32.9% | +30.9% |
| 5Y | +122.3% | +116.4% | +5.9% | +23.0% |
| All | +122.3% | +114.5% | +7.8% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling