+106.6%
PCAR vs EL
-66.1%
+172.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.7% | -2.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | -4.6% | +16.5% | -21.1% | -7.5% |
| 3M | -22.6% | +29.2% | -51.8% | -26.8% |
| 6M | -12.0% | +27.9% | -39.9% | -16.9% |
| YTD | -6.1% | +6.2% | -12.3% | -9.0% |
| 1Y | +6.3% | +27.2% | -20.8% | -0.9% |
| 3Y | +31.8% | +3.2% | +28.6% | +20.7% |
| All | +106.6% | -66.1% | +172.8% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling