+116.4%
PCAR vs ES
+2.9%
+113.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -2.1% | +5.7% | -7.9% | -3.5% |
| 3M | -20.4% | -2.8% | -17.6% | -19.9% |
| 6M | -7.0% | +7.0% | -13.9% | -8.8% |
| YTD | -2.6% | +6.8% | -9.4% | -4.6% |
| 1Y | +9.8% | -0.5% | +10.2% | +9.1% |
| 3Y | +37.3% | +47.2% | -9.9% | +20.2% |
| 5Y | +116.4% | +2.3% | +114.2% | +106.3% |
| All | +116.4% | +2.9% | +113.5% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling