+235.5%
EWY vs PCAR
+287.3%
-51.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -0.9% |
| 7D | +10.4% | +2.1% | +8.3% | +9.4% |
| 30D | -12.7% | -1.2% | -11.5% | -12.4% |
| 3M | -17.3% | -18.6% | +1.3% | -9.5% |
| 6M | -18.6% | -5.1% | -13.5% | -16.8% |
| YTD | +49.5% | -1.8% | +51.3% | +50.9% |
| 1Y | +55.0% | +10.6% | +44.3% | +48.4% |
| 3Y | +159.0% | +34.9% | +124.1% | +117.6% |
| 5Y | +102.5% | +114.0% | -11.5% | +32.6% |
| All | +235.5% | +287.3% | -51.8% | +64.0% |
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