+172.3%
PCAR vs ECL
+31.2%
+141.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -2.6% | +2.1% | +0.6% |
| 30D | -6.2% | -2.2% | -4.1% | -5.4% |
| 3M | +5.9% | +10.1% | -4.2% | +1.5% |
| 6M | +0.4% | -5.7% | +6.1% | +2.6% |
| YTD | +14.8% | +7.0% | +7.9% | +11.4% |
| 1Y | +30.1% | +2.7% | +27.4% | +28.1% |
| 3Y | +66.7% | +57.7% | +8.9% | +37.0% |
| All | +172.3% | +31.2% | +141.1% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling