+294.0%
PCAR vs EW
+236.3%
+57.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | +0.1% | +11.0% | -10.9% | -2.3% |
| 30D | -4.6% | +19.1% | -23.6% | -8.4% |
| 3M | -22.6% | +14.4% | -36.9% | -25.1% |
| 6M | -12.0% | +22.8% | -34.7% | -16.4% |
| YTD | -6.1% | +19.8% | -25.9% | -10.5% |
| 1Y | +6.3% | +23.9% | -17.6% | +0.5% |
| 3Y | +31.8% | +52.2% | -20.4% | +13.8% |
| 5Y | +104.2% | -13.9% | +118.1% | +101.8% |
| All | +294.0% | +236.3% | +57.7% | +172.8% |
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