+287.1%
PCAR vs EME
+905.2%
-618.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.9% | +8.4% | -3.4% | +2.1% |
| 30D | -1.4% | -11.5% | +10.1% | +2.1% |
| 3M | -18.1% | -20.6% | +2.5% | -12.4% |
| 6M | -4.0% | -28.5% | +24.5% | +5.5% |
| YTD | -1.5% | +8.0% | -9.5% | -7.5% |
| 1Y | +13.2% | +6.8% | +6.4% | +6.5% |
| 3Y | +35.8% | +213.9% | -178.1% | -23.8% |
| 5Y | +114.6% | +414.8% | -300.2% | -4.9% |
| All | +287.1% | +905.2% | -618.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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