+361.8%
PCAR vs EQT
+52.9%
+309.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -7.3% | +1.1% | -8.4% | -7.4% |
| 3M | +7.8% | +4.8% | +3.0% | +6.9% |
| 6M | +3.6% | -10.6% | +14.2% | +4.9% |
| YTD | +12.9% | +3.4% | +9.4% | +11.7% |
| 1Y | +27.3% | +8.7% | +18.6% | +24.7% |
| 3Y | +61.9% | +35.0% | +26.9% | +50.8% |
| 5Y | +164.2% | +204.2% | -40.1% | +109.6% |
| All | +361.8% | +52.9% | +309.0% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 10y: compounded portfolio wealth divided by compounded EQT 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…
10y analysis · Full analysis span regression · 6 months rolling