+173.0%
PCAR vs EME
+549.2%
-376.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.3% |
| 7D | -0.5% | +1.9% | -2.4% | -1.0% |
| 30D | -6.2% | -8.3% | +2.0% | -4.1% |
| 3M | +5.9% | -10.7% | +16.6% | +8.6% |
| 6M | +0.4% | +1.9% | -1.5% | -1.3% |
| YTD | +14.8% | +23.5% | -8.6% | +6.3% |
| 1Y | +30.1% | +18.0% | +12.1% | +20.0% |
| 3Y | +66.7% | +236.1% | -169.5% | -3.7% |
| All | +173.0% | +549.2% | -376.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling