+18.1%
EWZ vs PCAR
+34.2%
-16.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.1% |
| 7D | -4.2% | +2.2% | -6.3% | -4.7% |
| 30D | -26.1% | -4.4% | -21.7% | -25.2% |
| 3M | -12.0% | -21.4% | +9.4% | -6.5% |
| 6M | -19.3% | -7.3% | -11.9% | -18.0% |
| YTD | +0.9% | -3.8% | +4.7% | +1.7% |
| 1Y | +3.4% | +6.3% | -2.9% | +1.8% |
| All | +18.1% | +34.2% | -16.1% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling