+294.0%
PCAR vs ES
+85.7%
+208.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.6% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | -4.6% | +7.1% | -11.6% | -6.4% |
| 3M | -22.6% | -1.9% | -20.6% | -22.2% |
| 6M | -12.0% | +4.4% | -16.3% | -13.2% |
| YTD | -6.1% | +7.3% | -13.4% | -8.3% |
| 1Y | +6.3% | +2.1% | +4.2% | +4.9% |
| 3Y | +31.8% | +41.8% | -10.1% | +16.4% |
| 5Y | +104.2% | +1.4% | +102.7% | +97.6% |
| All | +294.0% | +85.7% | +208.3% | +288.0% |
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