+109.6%
EEM vs PCAR
+326.7%
-217.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.5% |
| 7D | -0.1% | +2.9% | -3.0% | -1.2% |
| 30D | -8.6% | -2.1% | -6.5% | -8.0% |
| 3M | -7.0% | -20.4% | +13.3% | +0.9% |
| 6M | -9.7% | -7.0% | -2.7% | -7.7% |
| YTD | +12.1% | -2.6% | +14.8% | +12.5% |
| 1Y | +14.1% | +9.8% | +4.3% | +9.3% |
| 3Y | +72.1% | +37.3% | +34.9% | +45.8% |
| 5Y | +34.1% | +116.4% | -82.3% | -8.5% |
| 10Y | +109.6% | +293.0% | -183.3% | +12.1% |
| All | +109.6% | +326.7% | -217.1% | +12.1% |
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