+361.8%
PCAR vs EWT
+512.3%
-150.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.8% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | -7.3% | +4.8% | -12.1% | -9.6% |
| 3M | +7.8% | +11.1% | -3.3% | +1.2% |
| 6M | +3.6% | +54.6% | -51.1% | -19.3% |
| YTD | +12.9% | +71.4% | -58.6% | -17.1% |
| 1Y | +27.3% | +82.1% | -54.8% | -9.8% |
| 3Y | +61.9% | +193.2% | -131.3% | -15.4% |
| 5Y | +164.2% | +146.1% | +18.1% | +52.3% |
| All | +361.8% | +512.3% | -150.5% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling