+116.4%
PCAR vs EFV
+92.7%
+23.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +1.5% |
| 7D | +2.9% | +1.7% | +1.2% | +1.5% |
| 30D | -2.1% | +3.4% | -5.6% | -4.7% |
| 3M | -20.4% | -1.7% | -18.7% | -19.3% |
| 6M | -7.0% | +6.4% | -13.4% | -11.4% |
| YTD | -2.6% | +16.3% | -18.9% | -13.6% |
| 1Y | +9.8% | +22.9% | -13.1% | -6.8% |
| 3Y | +37.3% | +92.8% | -55.6% | -18.8% |
| 5Y | +116.4% | +93.5% | +23.0% | +25.6% |
| All | +116.4% | +92.7% | +23.8% | +25.6% |
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