+106.6%
PCAR vs ESI
+28.5%
+78.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.0% |
| 7D | +0.1% | -8.5% | +8.6% | +2.8% |
| 30D | -4.6% | -15.7% | +11.1% | +0.3% |
| 3M | -22.6% | -18.2% | -4.3% | -18.1% |
| 6M | -12.0% | -28.8% | +16.9% | -3.3% |
| YTD | -6.1% | +26.3% | -32.4% | -18.9% |
| 1Y | +6.3% | +18.2% | -11.9% | -5.9% |
| 3Y | +31.8% | +68.1% | -36.3% | -3.0% |
| All | +106.6% | +28.5% | +78.2% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling