+1,112.1%
PCAR vs EFV
+258.8%
+853.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.5% | +1.5% | -2.0% | -1.9% |
| 30D | -6.2% | +1.7% | -8.0% | -7.7% |
| 3M | +5.9% | +8.6% | -2.7% | -2.1% |
| 6M | +0.4% | +11.7% | -11.3% | -9.7% |
| YTD | +14.8% | +19.3% | -4.5% | -3.1% |
| 1Y | +30.1% | +30.2% | -0.1% | +1.0% |
| 3Y | +66.7% | +91.6% | -24.9% | -11.6% |
| 5Y | +166.1% | +96.4% | +69.7% | +36.7% |
| 10Y | +353.7% | +166.5% | +187.2% | +69.3% |
| All | +1,112.1% | +258.8% | +853.3% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling