+10,152.5%
PCAR vs EME
+52,948.1%
-42,795.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.3% | -3.6% | +1.0% |
| 7D | +2.9% | -4.4% | +7.3% | +4.0% |
| 30D | -2.1% | -17.3% | +15.1% | +4.2% |
| 3M | -20.4% | -20.0% | -0.3% | -14.6% |
| 6M | -7.0% | -29.1% | +22.1% | +3.0% |
| YTD | -2.6% | +6.9% | -9.6% | -8.5% |
| 1Y | +9.8% | +0.8% | +9.0% | +5.3% |
| 3Y | +37.3% | +214.4% | -177.1% | -20.1% |
| 5Y | +116.4% | +404.2% | -287.7% | +3.2% |
| 10Y | +293.0% | +941.9% | -649.0% | +33.7% |
| All | +10,152.5% | +52,948.1% | -42,795.6% | +1,832.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling