+285.9%
PCAR vs EME
+910.4%
-624.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +2.1% | +11.3% | -9.2% | -1.6% |
| 30D | -1.2% | -14.6% | +13.4% | +3.5% |
| 3M | -18.6% | -20.4% | +1.8% | -13.0% |
| 6M | -5.1% | -28.3% | +23.2% | +4.3% |
| YTD | -1.8% | +8.6% | -10.3% | -7.9% |
| 1Y | +10.6% | +3.2% | +7.4% | +5.4% |
| 3Y | +34.9% | +216.8% | -181.8% | -24.6% |
| 5Y | +114.0% | +417.5% | -303.5% | -5.4% |
| All | +285.9% | +910.4% | -624.4% | +23.1% |
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