+32.2%
EEM vs PCAR
+114.3%
-82.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.7% | +4.9% | -2.3% | +1.3% |
| 30D | -5.4% | -1.4% | -4.0% | -5.1% |
| 3M | -8.6% | -18.1% | +9.5% | -3.2% |
| 6M | -8.9% | -4.0% | -4.9% | -8.1% |
| YTD | +11.9% | -1.5% | +13.4% | +12.0% |
| 1Y | +13.1% | +13.2% | -0.1% | +8.9% |
| 3Y | +70.7% | +35.8% | +34.9% | +49.4% |
| All | +32.2% | +114.3% | -82.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling