+293.0%
PCAR vs EL
+63.1%
+229.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.0% |
| 7D | +2.9% | +8.0% | -5.1% | +0.9% |
| 30D | -2.1% | +15.4% | -17.5% | -5.8% |
| 3M | -20.4% | +28.5% | -48.9% | -25.9% |
| 6M | -7.0% | +32.2% | -39.2% | -14.5% |
| YTD | -2.6% | +9.2% | -11.8% | -7.3% |
| 1Y | +9.8% | +30.8% | -21.0% | -0.7% |
| 3Y | +37.3% | +3.7% | +33.6% | +24.1% |
| 5Y | +116.4% | -64.8% | +181.2% | +176.4% |
| 10Y | +293.0% | +60.0% | +232.9% | +215.9% |
| All | +293.0% | +63.1% | +229.9% | +215.9% |
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