+5,541.5%
PCAR vs EWT
+594.1%
+4,947.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.9% |
| 7D | -0.5% | +4.0% | -4.5% | -2.6% |
| 30D | -6.2% | +10.3% | -16.5% | -11.3% |
| 3M | +5.9% | +6.1% | -0.2% | +1.3% |
| 6M | +0.4% | +56.6% | -56.2% | -23.4% |
| YTD | +14.8% | +76.6% | -61.8% | -18.2% |
| 1Y | +30.1% | +97.9% | -67.8% | -13.4% |
| 3Y | +66.7% | +198.0% | -131.3% | -14.0% |
| 5Y | +166.1% | +151.8% | +14.4% | +49.6% |
| 10Y | +353.7% | +514.1% | -160.5% | +50.2% |
| All | +5,541.5% | +594.1% | +4,947.4% | +981.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling