+117.3%
PCAR vs ED
+82.4%
+35.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | -17.9% | +11.8% | -29.7% | -19.4% |
| 6M | -3.4% | +14.1% | -17.5% | -5.6% |
| YTD | -0.1% | +23.0% | -23.1% | -3.9% |
| 1Y | +13.4% | +23.7% | -10.2% | +8.9% |
| 3Y | +37.2% | +47.7% | -10.5% | +23.4% |
| 5Y | +117.3% | +82.6% | +34.7% | +77.0% |
| All | +117.3% | +82.4% | +35.0% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling