+35.4%
PCAR vs EOSE
+40.3%
-4.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.4% | -1.4% |
| 7D | +2.1% | -3.7% | +5.8% | +2.2% |
| 30D | -1.2% | -22.0% | +20.8% | -0.7% |
| 3M | -18.6% | -57.3% | +38.7% | -17.0% |
| 6M | -5.1% | -77.7% | +72.6% | -1.8% |
| YTD | -1.8% | -84.2% | +82.4% | +1.5% |
| 1Y | +10.6% | -89.5% | +100.2% | +15.2% |
| All | +35.4% | +40.3% | -4.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling