-7.3%
PCAR vs EW
+20.1%
-27.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.7% |
| 7D | +2.2% | +6.8% | -4.6% | +1.3% |
| 30D | -4.4% | +16.6% | -21.0% | -5.9% |
| 3M | -21.4% | +13.3% | -34.7% | -22.3% |
| 6M | -7.3% | +21.6% | -28.9% | -8.8% |
| All | -7.3% | +20.1% | -27.4% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling