+28.0%
PCAR vs ET
+35.5%
-7.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -0.2% | +0.6% | -0.9% | -0.2% |
| 30D | -6.9% | +5.3% | -12.2% | -6.6% |
| 3M | +2.1% | +15.6% | -13.5% | +2.8% |
| 6M | +1.6% | +20.6% | -19.0% | +1.3% |
| YTD | +12.2% | +38.5% | -26.3% | +9.8% |
| 1Y | +28.0% | +35.7% | -7.7% | +26.1% |
| All | +28.0% | +35.5% | -7.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling