+12.2%
PCAR vs EW
+19.7%
-7.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.3% | +3.2% |
| 7D | +3.7% | +8.3% | -4.6% | +2.1% |
| 30D | -2.9% | +13.9% | -16.8% | -5.3% |
| 3M | -21.7% | +10.9% | -32.6% | -23.2% |
| 6M | -6.6% | +19.2% | -25.9% | -10.1% |
| YTD | -2.2% | +16.6% | -18.8% | -4.7% |
| 1Y | +12.2% | +18.1% | -5.9% | +9.5% |
| All | +12.2% | +19.7% | -7.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling