+117.3%
PCAR vs ECL
+39.3%
+78.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +2.2% | -2.3% | +4.5% | +3.2% |
| 30D | +0.3% | +8.3% | -8.0% | -3.1% |
| 3M | -17.9% | +8.4% | -26.4% | -20.8% |
| 6M | -3.4% | +23.3% | -26.7% | -11.9% |
| YTD | -0.1% | +18.2% | -18.3% | -7.2% |
| 1Y | +13.4% | +18.8% | -5.4% | +5.1% |
| 3Y | +37.2% | +78.5% | -41.3% | +6.8% |
| 5Y | +117.3% | +40.1% | +77.3% | +81.8% |
| All | +117.3% | +39.3% | +78.0% | +81.8% |
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