+285.9%
PCAR vs ECL
+192.9%
+93.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.1% |
| 7D | +2.1% | -0.5% | +2.6% | +2.4% |
| 30D | -1.2% | +6.6% | -7.8% | -4.3% |
| 3M | -18.6% | +9.6% | -28.2% | -22.3% |
| 6M | -5.1% | +21.6% | -26.7% | -14.1% |
| YTD | -1.8% | +16.9% | -18.7% | -9.4% |
| 1Y | +10.6% | +17.9% | -7.2% | +1.6% |
| 3Y | +34.9% | +76.5% | -41.6% | -0.2% |
| 5Y | +114.0% | +36.6% | +77.3% | +77.4% |
| All | +285.9% | +192.9% | +93.1% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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