+12,917.1%
PCAR vs EQT
+2,883.8%
+10,033.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | +4.9% | +6.9% | -2.0% | +3.0% |
| 30D | -1.4% | +0.4% | -1.9% | -1.7% |
| 3M | -18.1% | -2.0% | -16.1% | -17.9% |
| 6M | -4.0% | -5.0% | +1.0% | -3.4% |
| YTD | -1.5% | -0.3% | -1.2% | -2.7% |
| 1Y | +13.2% | -11.3% | +24.5% | +15.2% |
| 3Y | +35.8% | +38.3% | -2.5% | +17.4% |
| 5Y | +114.6% | +166.4% | -51.7% | +41.5% |
| 10Y | +289.6% | +62.2% | +227.4% | +146.0% |
| All | +12,917.1% | +2,883.8% | +10,033.2% | +3,591.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling