+359.1%
PCAR vs EL
+31.4%
+327.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | 0.0% | +1.7% | -1.6% | -0.4% |
| 30D | -7.7% | +15.5% | -23.2% | -11.5% |
| 3M | +3.7% | +20.6% | -16.9% | -1.8% |
| 6M | +2.3% | +10.5% | -8.2% | -1.8% |
| YTD | +12.8% | -1.9% | +14.7% | +10.7% |
| 1Y | +27.8% | +16.1% | +11.7% | +19.0% |
| 3Y | +61.8% | -30.2% | +92.0% | +64.6% |
| 5Y | +168.2% | -67.4% | +235.6% | +248.0% |
| 10Y | +359.1% | +31.2% | +327.8% | +279.3% |
| All | +359.1% | +31.4% | +327.7% | +279.3% |
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