+361.8%
PCAR vs EME
+1,301.6%
-939.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -7.3% | -8.4% | +1.1% | -4.6% |
| 3M | +7.8% | -3.6% | +11.4% | +7.8% |
| 6M | +3.6% | +3.6% | 0.0% | +0.5% |
| YTD | +12.9% | +22.5% | -9.7% | +2.5% |
| 1Y | +27.3% | +18.2% | +9.1% | +15.1% |
| 3Y | +61.9% | +238.4% | -176.5% | -10.2% |
| 5Y | +164.2% | +550.5% | -386.4% | +8.0% |
| All | +361.8% | +1,301.6% | -939.7% | +31.2% |
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