+116.4%
PCAR vs EME
+407.9%
-291.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.3% | -3.6% | +1.8% |
| 7D | +2.9% | -4.4% | +7.3% | +3.7% |
| 30D | -2.1% | -17.3% | +15.1% | +2.3% |
| 3M | -20.4% | -20.0% | -0.3% | -16.2% |
| 6M | -7.0% | -29.1% | +22.1% | +0.9% |
| YTD | -2.6% | +6.9% | -9.6% | -7.0% |
| 1Y | +9.8% | +0.8% | +9.0% | +6.5% |
| 3Y | +37.3% | +214.4% | -177.1% | -21.3% |
| 5Y | +116.4% | +404.2% | -287.7% | -4.6% |
| All | +116.4% | +407.9% | -291.5% | -4.6% |
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