+35.8%
PCAR vs EWT
+157.5%
-121.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.9% | +9.1% | -4.2% | +2.3% |
| 30D | -1.4% | -12.2% | +10.8% | +2.1% |
| 3M | -18.1% | -9.4% | -8.7% | -16.3% |
| 6M | -4.0% | +2.7% | -6.7% | -6.8% |
| YTD | -1.5% | +53.3% | -54.7% | -18.3% |
| 1Y | +13.2% | +59.2% | -46.0% | -7.4% |
| 3Y | +35.8% | +157.1% | -121.3% | -12.5% |
| All | +35.8% | +157.5% | -121.7% | -12.5% |
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 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