+9.7%
PCAR vs EW
+26.0%
-16.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +3.8% | +9.3% | -5.5% | +1.9% |
| 30D | -2.0% | +22.1% | -24.0% | -5.8% |
| 3M | -19.1% | +13.0% | -32.1% | -20.9% |
| 6M | -6.8% | +30.1% | -36.9% | -12.3% |
| YTD | -2.5% | +22.0% | -24.5% | -5.7% |
| 1Y | +9.7% | +23.7% | -14.1% | +5.7% |
| All | +9.7% | +26.0% | -16.3% | +5.7% |
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 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