+12,304.7%
PCAR vs ED
+2,460.7%
+9,844.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.3% |
| 7D | +0.1% | +1.6% | -1.6% | -0.7% |
| 30D | -4.6% | +13.3% | -17.9% | -10.0% |
| 3M | -22.6% | +9.7% | -32.3% | -25.9% |
| 6M | -12.0% | +12.8% | -24.8% | -17.1% |
| YTD | -6.1% | +22.3% | -28.4% | -15.2% |
| 1Y | +6.3% | +26.3% | -20.0% | -5.7% |
| 3Y | +31.8% | +45.0% | -13.2% | +6.7% |
| 5Y | +104.2% | +80.2% | +24.0% | +45.7% |
| 10Y | +302.9% | +129.9% | +173.1% | +133.9% |
| All | +12,304.7% | +2,460.7% | +9,844.0% | +2,050.2% |
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