+293.0%
PCAR vs ED
+132.0%
+160.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -2.1% | +11.6% | -13.7% | -4.6% |
| 3M | -20.4% | +10.5% | -30.9% | -22.2% |
| 6M | -7.0% | +13.2% | -20.2% | -9.8% |
| YTD | -2.6% | +22.1% | -24.8% | -7.4% |
| 1Y | +9.8% | +24.2% | -14.4% | +3.8% |
| 3Y | +37.3% | +46.9% | -9.7% | +22.4% |
| 5Y | +116.4% | +80.8% | +35.6% | +81.0% |
| 10Y | +293.0% | +134.3% | +158.7% | +235.8% |
| All | +293.0% | +132.0% | +160.9% | +235.8% |
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