+15,068.3%
PCAR vs ES
+1,243.3%
+13,825.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -6.2% | -2.0% | -4.3% | -5.6% |
| 3M | +5.9% | +1.7% | +4.2% | +5.0% |
| 6M | +0.4% | -3.5% | +3.9% | +1.4% |
| YTD | +14.8% | +7.9% | +6.9% | +11.2% |
| 1Y | +30.1% | +17.2% | +12.9% | +21.2% |
| 3Y | +66.7% | +29.3% | +37.3% | +46.5% |
| 5Y | +166.1% | -5.7% | +171.9% | +160.4% |
| 10Y | +353.7% | +85.2% | +268.5% | +224.3% |
| All | +15,068.3% | +1,243.3% | +13,825.0% | +4,686.2% |
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