+144.8%
EFA vs PCAR
+326.7%
-181.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.7% |
| 7D | +1.2% | +2.9% | -1.7% | +0.2% |
| 30D | +1.5% | -2.1% | +3.6% | +2.3% |
| 3M | -3.3% | -20.4% | +17.1% | +4.9% |
| 6M | +2.6% | -7.0% | +9.5% | +4.7% |
| YTD | +11.0% | -2.6% | +13.7% | +11.1% |
| 1Y | +15.1% | +9.8% | +5.3% | +10.0% |
| 3Y | +67.6% | +37.3% | +30.4% | +41.7% |
| 5Y | +50.5% | +116.4% | -65.9% | +3.1% |
| 10Y | +144.8% | +293.0% | -148.1% | +32.8% |
| All | +144.8% | +326.7% | -181.8% | +32.8% |
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