+106.6%
PCAR vs ECL
+37.7%
+69.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.7% |
| 7D | +0.1% | -0.8% | +0.8% | +0.4% |
| 30D | -4.6% | +8.1% | -12.7% | -7.7% |
| 3M | -22.6% | +6.4% | -28.9% | -24.7% |
| 6M | -12.0% | +14.8% | -26.7% | -17.2% |
| YTD | -6.1% | +15.5% | -21.6% | -11.9% |
| 1Y | +6.3% | +20.1% | -13.8% | -1.9% |
| 3Y | +31.8% | +77.8% | -46.0% | +2.8% |
| All | +106.6% | +37.7% | +69.0% | +74.2% |
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