+293.0%
PCAR vs EW
+236.4%
+56.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.1% |
| 7D | +2.9% | +12.3% | -9.4% | +0.2% |
| 30D | -2.1% | +22.9% | -25.0% | -6.8% |
| 3M | -20.4% | +16.7% | -37.1% | -23.3% |
| 6M | -7.0% | +31.0% | -37.9% | -13.0% |
| YTD | -2.6% | +22.8% | -25.5% | -7.7% |
| 1Y | +9.8% | +25.6% | -15.8% | +3.5% |
| 3Y | +37.3% | +62.0% | -24.7% | +16.7% |
| 5Y | +116.4% | -12.8% | +129.2% | +113.6% |
| 10Y | +293.0% | +239.8% | +53.2% | +171.7% |
| All | +293.0% | +236.4% | +56.6% | +171.7% |
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