+163.9%
PCAR vs ET
+242.4%
-78.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -0.2% | +0.6% | -0.9% | -0.4% |
| 30D | -6.9% | +5.3% | -12.2% | -8.5% |
| 3M | +2.1% | +15.6% | -13.5% | -2.8% |
| 6M | +1.6% | +20.6% | -19.0% | -5.0% |
| YTD | +12.2% | +38.5% | -26.3% | 0.0% |
| 1Y | +28.0% | +35.7% | -7.7% | +14.7% |
| 3Y | +61.0% | +98.4% | -37.4% | +24.6% |
| 5Y | +163.9% | +245.3% | -81.4% | +73.7% |
| All | +163.9% | +242.4% | -78.4% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling