+48.7%
EWY vs PCAR
+9.2%
+39.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -10.2% | +3.5% | -13.7% | -12.1% |
| 30D | -21.5% | -2.3% | -19.2% | -20.5% |
| 3M | -14.7% | -19.3% | +4.7% | -1.0% |
| 6M | -26.8% | -7.1% | -19.7% | -23.8% |
| YTD | +43.2% | -2.8% | +45.9% | +48.3% |
| 1Y | +48.7% | +9.3% | +39.5% | +50.9% |
| All | +48.7% | +9.2% | +39.6% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling