+172.3%
PCAR vs EAT
+350.4%
-178.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -6.2% | +1.9% | -8.1% | -6.7% |
| 3M | +5.9% | +68.7% | -62.8% | -2.9% |
| 6M | +0.4% | +66.9% | -66.5% | -8.3% |
| YTD | +14.8% | +60.4% | -45.6% | +5.3% |
| 1Y | +30.1% | +44.0% | -13.9% | +20.8% |
| 3Y | +66.7% | +604.7% | -538.0% | +15.7% |
| All | +172.3% | +350.4% | -178.1% | +91.2% |
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