+6.3%
PCAR vs EAT
+98.1%
-91.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.2% |
| 7D | +0.1% | -2.6% | +2.7% | +0.3% |
| 30D | -4.6% | +11.5% | -16.0% | -5.3% |
| 3M | -22.6% | -9.1% | -13.5% | -22.1% |
| 6M | -12.0% | +40.4% | -52.4% | -15.4% |
| YTD | -6.1% | +43.9% | -50.0% | -9.3% |
| 1Y | +6.3% | +101.9% | -95.6% | +1.8% |
| All | +6.3% | +98.1% | -91.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling