+115.2%
PCAR vs EAT
+363.9%
-248.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +4.9% | -4.0% | +8.9% | +5.6% |
| 30D | -1.4% | -2.9% | +1.5% | -1.2% |
| 3M | -18.1% | -16.9% | -1.3% | -16.1% |
| 6M | -4.0% | +57.0% | -61.0% | -11.7% |
| YTD | -1.5% | +38.2% | -39.6% | -8.1% |
| 1Y | +13.2% | +69.3% | -56.1% | +1.8% |
| 3Y | +35.8% | +483.0% | -447.2% | -4.2% |
| All | +115.2% | +363.9% | -248.7% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling