+12,611.2%
PCAR vs ES
+1,275.7%
+11,335.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.6% | -2.3% |
| 7D | +2.2% | +5.9% | -3.8% | 0.0% |
| 30D | -4.4% | +10.2% | -14.6% | -7.8% |
| 3M | -21.4% | +0.4% | -21.8% | -21.7% |
| 6M | -7.3% | +6.9% | -14.2% | -9.9% |
| YTD | -3.8% | +10.5% | -14.3% | -7.8% |
| 1Y | +6.3% | +3.2% | +3.1% | +4.0% |
| 3Y | +34.4% | +49.0% | -14.7% | +12.1% |
| 5Y | +109.2% | +4.5% | +104.8% | +96.9% |
| 10Y | +312.9% | +92.3% | +220.6% | +190.9% |
| All | +12,611.2% | +1,275.7% | +11,335.5% | +3,871.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling