+353.6%
EWZ vs PCAR
+4,496.7%
-4,143.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.6% |
| 7D | -4.1% | +3.7% | -7.7% | -6.0% |
| 30D | -25.0% | -2.9% | -22.0% | -23.6% |
| 3M | -10.6% | -21.7% | +11.1% | +2.0% |
| 6M | -16.6% | -6.6% | -10.0% | -14.2% |
| YTD | +2.5% | -2.2% | +4.7% | +2.5% |
| 1Y | +8.1% | +12.2% | -4.2% | -0.3% |
| 3Y | +20.4% | +36.5% | -16.1% | -5.1% |
| 5Y | +62.7% | +113.5% | -50.8% | -3.3% |
| 10Y | +52.6% | +319.4% | -266.8% | -39.6% |
| All | +353.6% | +4,496.7% | -4,143.1% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling