+172.3%
PCAR vs EL
-67.1%
+239.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.4% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -6.2% | +19.8% | -26.1% | -9.9% |
| 3M | +5.9% | +25.7% | -19.8% | +0.7% |
| 6M | +0.4% | +5.4% | -5.0% | -1.7% |
| YTD | +14.8% | +0.2% | +14.6% | +12.8% |
| 1Y | +30.1% | +20.4% | +9.7% | +22.3% |
| 3Y | +66.7% | -32.1% | +98.8% | +69.5% |
| All | +172.3% | -67.1% | +239.4% | +242.5% |
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