+142.4%
EFA vs PCAR
+357.6%
-215.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -0.7% | -7.7% | +7.0% | +2.2% |
| 3M | +6.4% | +3.7% | +2.7% | +4.6% |
| 6M | +11.4% | +2.3% | +9.1% | +9.8% |
| YTD | +14.0% | +12.8% | +1.2% | +8.2% |
| 1Y | +20.2% | +27.8% | -7.5% | +8.5% |
| 3Y | +68.2% | +61.8% | +6.4% | +33.8% |
| 5Y | +54.8% | +168.2% | -113.4% | -2.3% |
| 10Y | +142.4% | +359.1% | -216.7% | +22.0% |
| All | +142.4% | +357.6% | -215.2% | +22.0% |
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