+219.4%
EWY vs PCAR
+326.7%
-107.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.1% |
| 7D | -6.3% | +2.9% | -9.2% | -7.5% |
| 30D | -19.8% | -2.1% | -17.7% | -19.2% |
| 3M | -14.4% | -20.4% | +5.9% | -5.4% |
| 6M | -25.3% | -7.0% | -18.3% | -23.0% |
| YTD | +46.2% | -2.6% | +48.8% | +48.0% |
| 1Y | +58.3% | +9.8% | +48.5% | +52.0% |
| 3Y | +155.0% | +37.3% | +117.7% | +112.5% |
| 5Y | +99.5% | +116.4% | -17.0% | +30.1% |
| 10Y | +219.4% | +293.0% | -73.5% | +59.6% |
| All | +219.4% | +326.7% | -107.2% | +59.6% |
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