+12,611.2%
PCAR vs ED
+2,522.9%
+10,088.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +2.2% | +5.2% | -3.0% | -0.2% |
| 30D | -4.4% | +15.5% | -19.9% | -10.6% |
| 3M | -21.4% | +13.0% | -34.5% | -25.9% |
| 6M | -7.3% | +13.1% | -20.4% | -12.9% |
| YTD | -3.8% | +25.3% | -29.1% | -14.1% |
| 1Y | +6.3% | +30.5% | -24.3% | -7.2% |
| 3Y | +34.4% | +49.3% | -14.9% | +7.3% |
| 5Y | +109.2% | +84.6% | +24.7% | +47.6% |
| 10Y | +312.9% | +135.4% | +177.5% | +137.0% |
| All | +12,611.2% | +2,522.9% | +10,088.3% | +2,078.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling