+13,096.5%
PCAR vs ECL
+14,389.6%
-1,293.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +2.2% | -2.3% | +4.5% | +3.6% |
| 30D | +0.3% | +8.3% | -8.0% | -4.2% |
| 3M | -17.9% | +8.4% | -26.4% | -21.8% |
| 6M | -3.4% | +23.3% | -26.7% | -14.7% |
| YTD | -0.1% | +18.2% | -18.3% | -9.7% |
| 1Y | +13.4% | +18.8% | -5.4% | +2.1% |
| 3Y | +37.2% | +78.5% | -41.3% | -4.4% |
| 5Y | +117.3% | +40.1% | +77.3% | +69.0% |
| 10Y | +295.0% | +196.5% | +98.5% | +84.3% |
| All | +13,096.5% | +14,389.6% | -1,293.2% | +1,284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling