+854.3%
EEM vs PCAR
+2,465.0%
-1,610.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.6% |
| 30D | +4.5% | -6.2% | +10.8% | +8.2% |
| 3M | -0.1% | +5.9% | -6.0% | -3.5% |
| 6M | +16.9% | +0.4% | +16.5% | +15.9% |
| YTD | +26.2% | +14.8% | +11.4% | +15.9% |
| 1Y | +40.5% | +30.1% | +10.4% | +19.6% |
| 3Y | +86.2% | +66.7% | +19.5% | +31.4% |
| 5Y | +45.5% | +166.1% | -120.7% | -24.4% |
| 10Y | +128.6% | +353.7% | -225.0% | -20.2% |
| All | +854.3% | +2,465.0% | -1,610.8% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling