+106.6%
PCAR vs EWT
+103.1%
+3.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -3.8% |
| 7D | +0.1% | -11.7% | +11.8% | +4.4% |
| 30D | -4.6% | -23.2% | +18.7% | +4.8% |
| 3M | -22.6% | -12.5% | -10.1% | -19.6% |
| 6M | -12.0% | -5.9% | -6.1% | -12.3% |
| YTD | -6.1% | +40.5% | -46.6% | -22.5% |
| 1Y | +6.3% | +43.7% | -37.4% | -13.2% |
| 3Y | +31.8% | +136.6% | -104.8% | -19.4% |
| All | +106.6% | +103.1% | +3.5% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling