+163.9%
PCAR vs EQT
+194.7%
-30.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.2% | -2.0% | +1.8% | 0.0% |
| 30D | -6.9% | +1.0% | -7.9% | -7.0% |
| 3M | +2.1% | +4.0% | -1.9% | +1.5% |
| 6M | +1.6% | -11.7% | +13.3% | +2.7% |
| YTD | +12.2% | +2.8% | +9.4% | +11.3% |
| 1Y | +28.0% | +10.0% | +18.0% | +25.7% |
| 3Y | +61.0% | +34.1% | +26.8% | +51.2% |
| 5Y | +163.9% | +195.3% | -31.3% | +124.8% |
| All | +163.9% | +194.7% | -30.7% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling