+293.0%
PCAR vs EMB
+30.9%
+262.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.2% |
| 30D | -2.1% | +1.5% | -3.6% | -3.4% |
| 3M | -20.4% | -1.9% | -18.4% | -18.9% |
| 6M | -7.0% | -1.6% | -5.4% | -5.4% |
| YTD | -2.6% | 0.0% | -2.6% | -2.4% |
| 1Y | +9.8% | +1.1% | +8.7% | +9.1% |
| 3Y | +37.3% | +30.9% | +6.4% | +9.0% |
| 5Y | +116.4% | +7.1% | +109.4% | +105.3% |
| 10Y | +293.0% | +31.1% | +261.8% | +225.5% |
| All | +293.0% | +30.9% | +262.1% | +225.5% |
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