+366.2%
EFA vs PCAR
+3,123.7%
-2,757.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -1.2% | -4.6% | +3.4% | +0.7% |
| 3M | -5.1% | -22.6% | +17.5% | +5.5% |
| 6M | -1.2% | -12.0% | +10.7% | +3.5% |
| YTD | +7.8% | -6.1% | +13.9% | +9.5% |
| 1Y | +12.2% | +6.3% | +5.8% | +7.9% |
| 3Y | +61.5% | +31.8% | +29.7% | +37.2% |
| 5Y | +45.8% | +104.2% | -58.4% | +0.4% |
| 10Y | +141.8% | +302.9% | -161.1% | +17.9% |
| All | +366.2% | +3,123.7% | -2,757.5% | -11.0% |
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 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