+278.2%
PCAR vs ETR
+369.0%
-90.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.8% | +2.6% | +1.3% | +3.1% |
| 30D | -2.0% | +8.7% | -10.6% | -4.2% |
| 3M | -19.1% | +6.4% | -25.4% | -20.5% |
| 6M | -6.8% | +0.7% | -7.5% | -7.2% |
| YTD | -2.5% | +23.0% | -25.5% | -8.5% |
| 1Y | +9.7% | +17.9% | -8.2% | +4.1% |
| 3Y | +34.0% | +154.9% | -121.0% | -0.5% |
| 5Y | +113.3% | +157.3% | -43.9% | +56.5% |
| 10Y | +278.2% | +373.4% | -95.2% | +171.6% |
| All | +278.2% | +369.0% | -90.8% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling