+4,691.1%
PCAR vs EW
+6,974.1%
-2,283.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -6.2% | +1.0% | -7.3% | -6.5% |
| 3M | +5.9% | +2.8% | +3.1% | +5.0% |
| 6M | +0.4% | +5.5% | -5.1% | -1.3% |
| YTD | +14.8% | +5.5% | +9.4% | +12.8% |
| 1Y | +30.1% | +11.0% | +19.1% | +26.0% |
| 3Y | +66.7% | +17.7% | +48.9% | +53.5% |
| 5Y | +166.1% | -25.7% | +191.9% | +169.3% |
| 10Y | +353.7% | +132.8% | +220.9% | +225.1% |
| All | +4,691.1% | +6,974.1% | -2,283.0% | +1,412.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling