+163.9%
PCAR vs EOSE
-69.1%
+233.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.4% |
| 7D | -0.2% | +15.0% | -15.2% | -0.7% |
| 30D | -6.9% | +2.5% | -9.4% | -7.1% |
| 3M | +2.1% | -33.7% | +35.8% | +3.0% |
| 6M | +1.6% | -32.7% | +34.3% | +1.9% |
| YTD | +12.2% | -63.8% | +76.0% | +14.1% |
| 1Y | +28.0% | -40.5% | +68.6% | +27.3% |
| 3Y | +61.0% | +50.4% | +10.6% | +48.6% |
| 5Y | +163.9% | -68.6% | +232.5% | +137.0% |
| All | +163.9% | -69.1% | +233.0% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling