+34.0%
PCAR vs EW
+59.8%
-25.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +3.8% | +9.3% | -5.5% | +2.7% |
| 30D | -2.0% | +22.1% | -24.0% | -4.4% |
| 3M | -19.1% | +13.0% | -32.1% | -20.3% |
| 6M | -6.8% | +30.1% | -36.9% | -9.9% |
| YTD | -2.5% | +22.0% | -24.5% | -5.1% |
| 1Y | +9.7% | +23.7% | -14.1% | +6.5% |
| 3Y | +34.0% | +62.0% | -28.0% | +19.1% |
| All | +34.0% | +59.8% | -25.8% | +19.1% |
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