+294.0%
PCAR vs EL
+56.3%
+237.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.7% | -3.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | -4.6% | +16.5% | -21.1% | -8.4% |
| 3M | -22.6% | +29.2% | -51.8% | -28.1% |
| 6M | -12.0% | +27.9% | -39.9% | -18.4% |
| YTD | -6.1% | +6.2% | -12.3% | -10.0% |
| 1Y | +6.3% | +27.2% | -20.8% | -3.2% |
| 3Y | +31.8% | +3.2% | +28.6% | +19.1% |
| 5Y | +104.2% | -66.0% | +170.2% | +163.3% |
| All | +294.0% | +56.3% | +237.7% | +216.7% |
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