+279.0%
PCAR vs EAT
+382.1%
-103.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.5% |
| 30D | -4.6% | +11.5% | -16.0% | -6.3% |
| 3M | -22.6% | -9.1% | -13.5% | -21.9% |
| 6M | -12.0% | +40.4% | -52.4% | -17.3% |
| YTD | -6.1% | +43.9% | -50.0% | -12.7% |
| 1Y | +6.3% | +101.9% | -95.6% | -6.6% |
| 3Y | +31.8% | +489.9% | -458.1% | -4.7% |
| 5Y | +104.2% | +362.6% | -258.5% | +48.0% |
| All | +279.0% | +382.1% | -103.1% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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