+278.2%
PCAR vs EME
+915.6%
-637.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +3.8% | -8.8% | +12.6% | +6.5% |
| 30D | -2.0% | -18.2% | +16.2% | +4.2% |
| 3M | -19.1% | -20.2% | +1.1% | -13.7% |
| 6M | -6.8% | -29.9% | +23.1% | +3.1% |
| YTD | -2.5% | +5.7% | -8.2% | -7.8% |
| 1Y | +9.7% | -1.5% | +11.1% | +6.2% |
| 3Y | +34.0% | +208.4% | -174.5% | -24.3% |
| 5Y | +113.3% | +401.9% | -288.6% | -4.4% |
| 10Y | +278.2% | +914.2% | -636.0% | +19.6% |
| All | +278.2% | +915.6% | -637.4% | +19.6% |
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