+43.6%
EWZ vs PCAR
+296.2%
-252.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.9% |
| 7D | -1.5% | +0.1% | -1.5% | -1.6% |
| 30D | -24.5% | -4.6% | -20.0% | -22.7% |
| 3M | -10.7% | -22.6% | +11.9% | +1.4% |
| 6M | -19.1% | -12.0% | -7.1% | -14.4% |
| YTD | +1.6% | -6.1% | +7.7% | +3.6% |
| 1Y | +4.3% | +6.3% | -2.0% | -0.7% |
| 3Y | +19.0% | +31.8% | -12.8% | -5.3% |
| 5Y | +57.7% | +104.2% | -46.5% | -7.7% |
| All | +43.6% | +296.2% | -252.7% | -32.9% |
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 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