+61.8%
PCAR vs ET
+96.2%
-34.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -7.7% | +6.9% | -14.6% | -9.5% |
| 3M | +3.7% | +13.1% | -9.4% | 0.0% |
| 6M | +2.3% | +18.7% | -16.4% | -3.2% |
| YTD | +12.8% | +37.4% | -24.6% | +1.4% |
| 1Y | +27.8% | +34.8% | -7.1% | +15.5% |
| 3Y | +61.8% | +96.8% | -35.0% | +28.2% |
| All | +61.8% | +96.2% | -34.4% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling