+56.0%
EWZ vs PCAR
+117.7%
-61.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +1.3% | +3.8% | -2.5% | 0.0% |
| 30D | -26.2% | -2.0% | -24.2% | -25.6% |
| 3M | -8.6% | -19.1% | +10.4% | -2.1% |
| 6M | -17.0% | -6.8% | -10.2% | -15.5% |
| YTD | +2.2% | -2.5% | +4.6% | +2.4% |
| 1Y | +2.7% | +9.7% | -7.0% | -1.2% |
| 3Y | +18.2% | +34.0% | -15.8% | +0.5% |
| 5Y | +56.0% | +113.3% | -57.3% | +2.1% |
| All | +56.0% | +117.7% | -61.7% | +2.1% |
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