-8.3%
IEMG vs PCAR
-4.4%
-3.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.5% |
| 7D | +0.7% | +2.2% | -1.5% | -0.1% |
| 30D | -6.4% | +0.3% | -6.7% | -6.7% |
| 3M | -5.5% | -17.9% | +12.4% | +1.8% |
| 6M | -8.3% | -3.4% | -4.9% | -10.0% |
| All | -8.3% | -4.4% | -3.9% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling