+12,304.7%
PCAR vs ETR
+4,550.2%
+7,754.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -4.6% | +7.5% | -12.1% | -7.3% |
| 3M | -22.6% | +4.4% | -27.0% | -24.0% |
| 6M | -12.0% | -1.5% | -10.4% | -11.7% |
| YTD | -6.1% | +21.8% | -27.9% | -13.7% |
| 1Y | +6.3% | +18.4% | -12.1% | -1.3% |
| 3Y | +31.8% | +148.5% | -116.7% | -11.3% |
| 5Y | +104.2% | +152.6% | -48.4% | +34.3% |
| 10Y | +302.9% | +354.5% | -51.5% | +94.7% |
| All | +12,304.7% | +4,550.2% | +7,754.5% | +2,587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling