+367.2%
PCAR vs ECL
+150.0%
+217.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -2.6% | +2.1% | +0.8% |
| 30D | -6.2% | -2.2% | -4.1% | -5.3% |
| 3M | +5.9% | +10.1% | -4.2% | +0.8% |
| 6M | +0.4% | -5.7% | +6.1% | +3.2% |
| YTD | +14.8% | +7.0% | +7.9% | +10.8% |
| 1Y | +30.1% | +2.7% | +27.4% | +27.8% |
| 3Y | +66.7% | +57.7% | +8.9% | +30.0% |
| 5Y | +166.1% | +31.1% | +135.0% | +123.9% |
| All | +367.2% | +150.0% | +217.2% | +127.6% |
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