+411.3%
PCAR vs ESI
+224.6%
+186.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.7% |
| 7D | -0.5% | +3.3% | -3.8% | -1.5% |
| 30D | -6.2% | -5.9% | -0.4% | -4.7% |
| 3M | +5.9% | -14.1% | +20.0% | +9.7% |
| 6M | +0.4% | +6.6% | -6.2% | -3.2% |
| YTD | +14.8% | +45.0% | -30.2% | +0.6% |
| 1Y | +30.1% | +41.5% | -11.4% | +14.5% |
| 3Y | +66.7% | +78.8% | -12.1% | +34.8% |
| 5Y | +166.1% | +70.9% | +95.2% | +114.7% |
| 10Y | +353.7% | +317.1% | +36.6% | +178.2% |
| All | +411.3% | +224.6% | +186.7% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling