+98.5%
EWY vs PCAR
+114.3%
-15.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.2% | +4.9% | -0.7% | +2.3% |
| 30D | -10.7% | -1.4% | -9.2% | -10.3% |
| 3M | -20.1% | -18.1% | -1.9% | -13.4% |
| 6M | -24.3% | -4.0% | -20.3% | -23.0% |
| YTD | +46.9% | -1.5% | +48.3% | +48.5% |
| 1Y | +55.2% | +13.2% | +42.0% | +49.5% |
| 3Y | +157.0% | +35.8% | +121.2% | +120.2% |
| All | +98.5% | +114.3% | -15.8% | +32.3% |
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