+19,963.1%
ETN vs PCAR
+15,337.6%
+4,625.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +2.0% | -0.5% | +2.5% | +2.3% |
| 30D | -7.9% | -6.2% | -1.7% | -5.1% |
| 3M | -1.6% | +5.9% | -7.5% | -4.2% |
| 6M | +16.9% | +0.4% | +16.5% | +16.6% |
| YTD | +30.1% | +14.8% | +15.2% | +21.9% |
| 1Y | +19.3% | +30.1% | -10.8% | +5.1% |
| 3Y | +82.5% | +66.7% | +15.9% | +41.5% |
| 5Y | +166.8% | +166.1% | +0.7% | +66.9% |
| 10Y | +649.7% | +353.7% | +296.0% | +277.2% |
| All | +19,963.1% | +15,337.6% | +4,625.5% | +3,673.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling