+114.0%
PCAR vs EW
-7.9%
+121.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.1% | +4.9% | -2.9% | +1.3% |
| 30D | -1.2% | +24.1% | -25.3% | -4.4% |
| 3M | -18.6% | +13.7% | -32.3% | -20.2% |
| 6M | -5.1% | +32.7% | -37.8% | -9.2% |
| YTD | -1.8% | +24.1% | -25.9% | -5.2% |
| 1Y | +10.6% | +23.6% | -13.0% | +6.8% |
| 3Y | +34.9% | +64.8% | -29.9% | +21.0% |
| 5Y | +114.0% | -8.8% | +122.8% | +110.0% |
| All | +114.0% | -7.9% | +121.9% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling