+278.2%
PCAR vs EW
+234.0%
+44.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +3.8% | +9.3% | -5.5% | +1.7% |
| 30D | -2.0% | +22.1% | -24.0% | -6.4% |
| 3M | -19.1% | +13.0% | -32.1% | -21.5% |
| 6M | -6.8% | +30.1% | -36.9% | -12.7% |
| YTD | -2.5% | +22.0% | -24.5% | -7.4% |
| 1Y | +9.7% | +23.7% | -14.1% | +3.7% |
| 3Y | +34.0% | +62.0% | -28.0% | +13.8% |
| 5Y | +113.3% | -12.4% | +125.8% | +110.1% |
| 10Y | +278.2% | +236.1% | +42.1% | +162.3% |
| All | +278.2% | +234.0% | +44.2% | +162.3% |
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