+367.2%
PCAR vs EW
+130.4%
+236.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -6.2% | +1.0% | -7.3% | -6.5% |
| 3M | +5.9% | +2.8% | +3.1% | +5.1% |
| 6M | +0.4% | +5.5% | -5.1% | -1.1% |
| YTD | +14.8% | +5.5% | +9.4% | +13.0% |
| 1Y | +30.1% | +11.0% | +19.1% | +26.3% |
| 3Y | +66.7% | +17.7% | +48.9% | +54.1% |
| 5Y | +166.1% | -25.7% | +191.9% | +172.2% |
| All | +367.2% | +130.4% | +236.8% | +249.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling