+287.1%
PCAR vs EQT
+62.0%
+225.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | +4.9% | +6.9% | -2.0% | +4.0% |
| 30D | -1.4% | +0.4% | -1.9% | -1.6% |
| 3M | -18.1% | -2.0% | -16.1% | -18.0% |
| 6M | -4.0% | -5.0% | +1.0% | -3.6% |
| YTD | -1.5% | -0.3% | -1.2% | -2.1% |
| 1Y | +13.2% | -11.3% | +24.5% | +14.3% |
| 3Y | +35.8% | +38.3% | -2.5% | +26.0% |
| 5Y | +114.6% | +166.4% | -51.7% | +74.8% |
| All | +287.1% | +62.0% | +225.1% | +203.3% |
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