+295.0%
PCAR vs ED
+141.1%
+153.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +0.3% | +11.2% | -10.9% | -2.1% |
| 3M | -17.9% | +11.8% | -29.7% | -20.0% |
| 6M | -3.4% | +14.1% | -17.5% | -6.5% |
| YTD | -0.1% | +23.0% | -23.1% | -5.2% |
| 1Y | +13.4% | +23.7% | -10.2% | +7.3% |
| 3Y | +37.2% | +47.7% | -10.5% | +22.1% |
| 5Y | +117.3% | +82.6% | +34.7% | +81.0% |
| 10Y | +295.0% | +141.8% | +153.2% | +231.3% |
| All | +295.0% | +141.1% | +153.9% | +231.3% |
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