+142.6%
EWY vs PCAR
+168.1%
-25.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +11.7% | -6.2% | +17.9% | +14.7% |
| 3M | -7.4% | +5.9% | -13.3% | -9.4% |
| 6M | +40.6% | +0.4% | +40.2% | +40.0% |
| YTD | +94.3% | +14.8% | +79.4% | +85.0% |
| 1Y | +164.3% | +30.1% | +134.2% | +140.6% |
| 3Y | +221.0% | +66.7% | +154.3% | +153.8% |
| All | +142.6% | +168.1% | -25.4% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling