+367.2%
PCAR vs ED
+101.3%
+265.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -6.2% | -0.1% | -6.1% | -6.2% |
| 3M | +5.9% | +3.9% | +2.0% | +4.8% |
| 6M | +0.4% | -3.0% | +3.4% | +0.9% |
| YTD | +14.8% | +10.7% | +4.1% | +11.7% |
| 1Y | +30.1% | +13.3% | +16.8% | +25.7% |
| 3Y | +66.7% | +34.5% | +32.2% | +51.9% |
| 5Y | +166.1% | +67.1% | +99.0% | +127.3% |
| All | +367.2% | +101.3% | +265.9% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling