+395.7%
EFA vs PCAR
+3,841.8%
-3,446.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +0.9% | -6.2% | +7.1% | +3.6% |
| 3M | +4.9% | +5.9% | -1.0% | +2.0% |
| 6M | +8.6% | +0.4% | +8.2% | +7.7% |
| YTD | +14.6% | +14.8% | -0.2% | +7.2% |
| 1Y | +22.6% | +30.1% | -7.5% | +8.2% |
| 3Y | +66.5% | +66.7% | -0.1% | +28.0% |
| 5Y | +54.5% | +166.1% | -111.6% | -4.9% |
| 10Y | +144.8% | +353.7% | -208.9% | +13.8% |
| All | +395.7% | +3,841.8% | -3,446.1% | -12.9% |
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