+293.2%
EWY vs PCAR
+357.6%
-64.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.4% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +14.3% | -7.7% | +22.1% | +18.6% |
| 3M | +2.3% | +3.7% | -1.4% | +0.7% |
| 6M | +49.9% | +2.3% | +47.5% | +48.4% |
| YTD | +95.3% | +12.8% | +82.5% | +85.8% |
| 1Y | +161.7% | +27.8% | +134.0% | +135.1% |
| 3Y | +230.2% | +61.8% | +168.4% | +156.4% |
| 5Y | +148.1% | +168.2% | -20.1% | +47.2% |
| 10Y | +293.2% | +359.1% | -65.9% | +86.6% |
| All | +293.2% | +357.6% | -64.4% | +86.6% |
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