+70.4%
PCAR vs ESI
+79.8%
-9.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.8% |
| 7D | -0.5% | +3.3% | -3.8% | -1.5% |
| 30D | -6.2% | -5.9% | -0.4% | -4.6% |
| 3M | +5.9% | -14.1% | +20.0% | +10.0% |
| 6M | +0.4% | +6.6% | -6.2% | -4.2% |
| YTD | +14.8% | +45.0% | -30.2% | -3.0% |
| 1Y | +30.1% | +41.5% | -11.4% | +10.5% |
| All | +70.4% | +79.8% | -9.3% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling