+125.6%
IEMG vs PCAR
+292.6%
-167.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.7% | +3.8% | -4.5% | -2.0% |
| 30D | -9.4% | -2.0% | -7.4% | -8.8% |
| 3M | -7.3% | -19.1% | +11.8% | -0.1% |
| 6M | -10.4% | -6.8% | -3.6% | -8.6% |
| YTD | +10.6% | -2.5% | +13.1% | +10.8% |
| 1Y | +10.5% | +9.7% | +0.9% | +6.0% |
| 3Y | +67.7% | +34.0% | +33.8% | +43.7% |
| 5Y | +36.2% | +113.3% | -77.1% | -6.2% |
| 10Y | +125.6% | +278.2% | -152.6% | +18.3% |
| All | +125.6% | +292.6% | -167.0% | +18.3% |
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 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