+12,611.2%
PCAR vs ECL
+14,294.1%
-1,682.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | +0.1% |
| 7D | +2.2% | +1.7% | +0.5% | +1.2% |
| 30D | -4.4% | +8.9% | -13.3% | -9.0% |
| 3M | -21.4% | +7.4% | -28.8% | -24.8% |
| 6M | -7.3% | +19.3% | -26.7% | -16.6% |
| YTD | -3.8% | +17.4% | -21.2% | -12.7% |
| 1Y | +6.3% | +19.4% | -13.1% | -4.6% |
| 3Y | +34.4% | +80.5% | -46.1% | -7.0% |
| 5Y | +109.2% | +40.2% | +69.0% | +62.5% |
| 10Y | +312.9% | +207.8% | +105.1% | +88.3% |
| All | +12,611.2% | +14,294.1% | -1,682.9% | +1,238.0% |
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