+68.9%
EFA vs PCAR
+68.2%
+0.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +0.9% | -6.2% | +7.1% | +2.5% |
| 3M | +4.9% | +5.9% | -1.0% | +3.1% |
| 6M | +8.6% | +0.4% | +8.2% | +7.9% |
| YTD | +14.6% | +14.8% | -0.2% | +10.3% |
| 1Y | +22.6% | +30.1% | -7.5% | +14.3% |
| All | +68.9% | +68.2% | +0.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling