+113.3%
PCAR vs ET
+210.8%
-97.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | +3.8% | -1.9% | +5.7% | +4.4% |
| 30D | -2.0% | -3.1% | +1.1% | -1.2% |
| 3M | -19.1% | -3.9% | -15.2% | -18.3% |
| 6M | -6.8% | +4.0% | -10.8% | -8.5% |
| YTD | -2.5% | +26.4% | -28.9% | -11.1% |
| 1Y | +9.7% | +24.9% | -15.2% | +0.3% |
| 3Y | +34.0% | +85.2% | -51.2% | +4.4% |
| 5Y | +113.3% | +218.3% | -105.0% | +41.8% |
| All | +113.3% | +210.8% | -97.4% | +41.8% |
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