+293.0%
PCAR vs ESI
+323.5%
-30.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +1.9% |
| 7D | +2.9% | -3.5% | +6.4% | +3.9% |
| 30D | -2.1% | -9.3% | +7.1% | +0.6% |
| 3M | -20.4% | -12.8% | -7.6% | -17.5% |
| 6M | -7.0% | -24.6% | +17.6% | +0.4% |
| YTD | -2.6% | +32.7% | -35.4% | -16.3% |
| 1Y | +9.8% | +20.3% | -10.5% | -2.2% |
| 3Y | +37.3% | +80.2% | -42.9% | +2.0% |
| 5Y | +116.4% | +40.0% | +76.5% | +73.0% |
| 10Y | +293.0% | +310.8% | -17.8% | +98.8% |
| All | +293.0% | +323.5% | -30.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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