+10,514.7%
PCAR vs EL
+1,792.3%
+8,722.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.7% | -3.2% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | -4.6% | +16.5% | -21.1% | -9.7% |
| 3M | -22.6% | +29.2% | -51.8% | -30.0% |
| 6M | -12.0% | +27.9% | -39.9% | -20.6% |
| YTD | -6.1% | +6.2% | -12.3% | -11.6% |
| 1Y | +6.3% | +27.2% | -20.8% | -6.3% |
| 3Y | +31.8% | +3.2% | +28.6% | +15.5% |
| 5Y | +104.2% | -66.0% | +170.2% | +161.2% |
| 10Y | +302.9% | +58.3% | +244.6% | +164.0% |
| All | +10,514.7% | +1,792.3% | +8,722.4% | +2,810.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling