+172.3%
PCAR vs EW
-25.6%
+197.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -6.2% | +1.0% | -7.3% | -6.4% |
| 3M | +5.9% | +2.8% | +3.1% | +5.4% |
| 6M | +0.4% | +5.5% | -5.1% | -0.6% |
| YTD | +14.8% | +5.5% | +9.4% | +13.6% |
| 1Y | +30.1% | +11.0% | +19.1% | +27.6% |
| 3Y | +66.6% | +17.7% | +48.9% | +58.0% |
| All | +172.3% | -25.6% | +197.9% | +176.7% |
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 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