+70.4%
PCAR vs EWT
+196.6%
-126.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.5% |
| 7D | -0.5% | +4.0% | -4.5% | -1.9% |
| 30D | -6.2% | +10.3% | -16.5% | -9.5% |
| 3M | +5.9% | +6.1% | -0.2% | +3.2% |
| 6M | +0.4% | +56.6% | -56.2% | -16.5% |
| YTD | +14.8% | +76.6% | -61.8% | -9.0% |
| 1Y | +30.1% | +97.9% | -67.8% | -1.7% |
| All | +70.4% | +196.6% | -126.2% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling