+293.0%
PCAR vs EWT
+418.9%
-125.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.5% | +0.3% |
| 7D | +2.9% | -5.0% | +7.9% | +4.9% |
| 30D | -2.1% | -16.3% | +14.2% | +5.8% |
| 3M | -20.4% | -7.2% | -13.1% | -18.6% |
| 6M | -7.0% | -0.5% | -6.5% | -9.6% |
| YTD | -2.6% | +50.6% | -53.2% | -25.0% |
| 1Y | +9.8% | +54.8% | -45.1% | -16.8% |
| 3Y | +37.3% | +155.5% | -118.2% | -24.9% |
| 5Y | +116.4% | +116.4% | 0.0% | +30.3% |
| 10Y | +293.0% | +421.4% | -128.5% | +39.5% |
| All | +293.0% | +418.9% | -125.9% | +39.5% |
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