+17,486.9%
ETN vs PCAR
+13,107.1%
+4,379.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.3% |
| 7D | +10.1% | +2.1% | +8.0% | +9.1% |
| 30D | -15.9% | -1.2% | -14.7% | -15.8% |
| 3M | -21.7% | -18.6% | -3.1% | -14.4% |
| 6M | -10.1% | -5.1% | -5.0% | -8.5% |
| YTD | +14.0% | -1.8% | +15.8% | +14.1% |
| 1Y | -1.7% | +10.6% | -12.3% | -7.0% |
| 3Y | +67.9% | +34.9% | +33.0% | +42.6% |
| 5Y | +125.5% | +114.0% | +11.6% | +55.0% |
| 10Y | +553.3% | +288.4% | +264.9% | +250.5% |
| All | +17,486.9% | +13,107.1% | +4,379.7% | +3,432.1% |
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 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