+125.6%
EEM vs PCAR
+357.6%
-232.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | +3.1% | 0.0% | +3.0% | +3.1% |
| 30D | +4.9% | -7.7% | +12.6% | +8.0% |
| 3M | +5.2% | +3.7% | +1.5% | +3.6% |
| 6M | +20.7% | +2.3% | +18.4% | +19.2% |
| YTD | +26.5% | +12.8% | +13.7% | +20.4% |
| 1Y | +37.8% | +27.8% | +10.1% | +24.9% |
| 3Y | +91.0% | +61.8% | +29.2% | +52.3% |
| 5Y | +47.0% | +168.2% | -121.2% | -7.6% |
| 10Y | +125.6% | +359.1% | -233.5% | +13.0% |
| All | +125.6% | +357.6% | -232.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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