+31.8%
PCAR vs EW
+51.9%
-20.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | +0.1% | +11.0% | -10.9% | -1.2% |
| 30D | -4.6% | +19.1% | -23.6% | -6.6% |
| 3M | -22.6% | +14.4% | -36.9% | -23.9% |
| 6M | -12.0% | +22.8% | -34.7% | -14.3% |
| YTD | -6.1% | +19.8% | -25.9% | -8.4% |
| 1Y | +6.3% | +23.9% | -17.6% | +3.3% |
| 3Y | +31.8% | +52.2% | -20.4% | +20.4% |
| All | +31.8% | +51.9% | -20.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling