+172.3%
PCAR vs EFV
+96.9%
+75.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.5% | +1.5% | -2.0% | -1.7% |
| 30D | -6.2% | +1.7% | -8.0% | -7.5% |
| 3M | +5.9% | +8.6% | -2.7% | -0.9% |
| 6M | +0.4% | +11.7% | -11.3% | -8.1% |
| YTD | +14.8% | +19.3% | -4.5% | -0.3% |
| 1Y | +30.1% | +30.2% | -0.1% | +5.4% |
| 3Y | +66.7% | +91.6% | -24.9% | -1.5% |
| All | +172.3% | +96.9% | +75.4% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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