+295.0%
PCAR vs ES
+92.3%
+202.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +0.3% | +6.7% | -6.4% | -1.5% |
| 3M | -17.9% | +0.3% | -18.3% | -18.1% |
| 6M | -3.4% | +7.4% | -10.8% | -5.6% |
| YTD | -0.1% | +8.4% | -8.5% | -2.7% |
| 1Y | +13.4% | +0.6% | +12.8% | +12.4% |
| 3Y | +37.2% | +50.6% | -13.4% | +18.8% |
| 5Y | +117.3% | +4.8% | +112.5% | +108.2% |
| 10Y | +295.0% | +93.1% | +201.9% | +273.8% |
| All | +295.0% | +92.3% | +202.6% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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