+314.8%
PCAR vs EQX
+232.0%
+82.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -1.6% | -3.2% | +1.6% | -1.4% |
| 30D | -6.4% | +7.8% | -14.1% | -6.7% |
| 3M | +4.7% | +21.3% | -16.7% | +3.6% |
| 6M | +4.5% | -22.4% | +26.9% | +5.1% |
| YTD | +13.0% | -11.3% | +24.3% | +13.0% |
| 1Y | +23.6% | +13.5% | +10.1% | +22.4% |
| 3Y | +60.7% | +162.1% | -101.4% | +52.0% |
| 5Y | +164.5% | +84.2% | +80.3% | +146.7% |
| All | +314.8% | +232.0% | +82.8% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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