+367.2%
PCAR vs EMB
+29.2%
+338.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -6.2% | -0.3% | -5.9% | -6.0% |
| 3M | +5.9% | -0.4% | +6.3% | +6.4% |
| 6M | +0.4% | +0.1% | +0.3% | +0.5% |
| YTD | +14.8% | +1.6% | +13.2% | +13.4% |
| 1Y | +30.1% | +5.6% | +24.5% | +24.2% |
| 3Y | +66.7% | +29.8% | +36.8% | +33.4% |
| 5Y | +166.1% | +7.3% | +158.9% | +151.7% |
| All | +367.2% | +29.2% | +338.0% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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