+359.1%
PCAR vs ETR
+295.2%
+63.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.4% |
| 30D | -7.7% | +1.9% | -9.6% | -8.2% |
| 3M | +3.7% | +1.0% | +2.7% | +3.3% |
| 6M | +2.3% | +4.8% | -2.5% | +0.6% |
| YTD | +12.8% | +19.5% | -6.7% | +6.8% |
| 1Y | +27.8% | +28.1% | -0.3% | +18.6% |
| 3Y | +61.8% | +151.1% | -89.4% | +21.3% |
| 5Y | +168.2% | +125.2% | +43.0% | +105.9% |
| 10Y | +359.1% | +291.1% | +67.9% | +247.2% |
| All | +359.1% | +295.2% | +63.9% | +247.2% |
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