+295.0%
PCAR vs EL
+63.7%
+231.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +0.3% | +12.3% | -12.0% | -2.8% |
| 3M | -17.9% | +28.4% | -46.3% | -23.7% |
| 6M | -3.4% | +36.7% | -40.1% | -12.1% |
| YTD | -0.1% | +8.4% | -8.5% | -4.8% |
| 1Y | +13.4% | +25.4% | -12.0% | +3.7% |
| 3Y | +37.2% | +3.4% | +33.8% | +24.0% |
| 5Y | +117.3% | -64.8% | +182.1% | +177.7% |
| 10Y | +295.0% | +63.0% | +232.0% | +202.1% |
| All | +295.0% | +63.7% | +231.3% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling