+9.5%
PCAR vs EW
+26.8%
-17.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.1% |
| 7D | +2.9% | +12.3% | -9.4% | +0.5% |
| 30D | -2.1% | +22.9% | -25.0% | -6.1% |
| 3M | -20.4% | +16.7% | -37.1% | -22.8% |
| 6M | -7.0% | +31.0% | -37.9% | -12.6% |
| YTD | -2.6% | +22.8% | -25.5% | -6.0% |
| All | +9.5% | +26.8% | -17.4% | +5.4% |
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