+3,818.2%
PCAR vs EW
+7,937.2%
-4,119.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | +0.1% | +11.0% | -10.9% | -2.5% |
| 30D | -4.6% | +19.1% | -23.6% | -8.7% |
| 3M | -22.6% | +14.4% | -36.9% | -25.3% |
| 6M | -12.0% | +22.8% | -34.7% | -16.7% |
| YTD | -6.1% | +19.8% | -25.9% | -10.8% |
| 1Y | +6.3% | +23.9% | -17.6% | +0.1% |
| 3Y | +31.8% | +52.2% | -20.4% | +13.6% |
| 5Y | +104.2% | -13.9% | +118.1% | +98.9% |
| 10Y | +302.9% | +241.9% | +61.1% | +163.0% |
| All | +3,818.2% | +7,937.2% | -4,119.1% | +1,096.3% |
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