+12.2%
PCAR vs EMR
+25.6%
-13.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.0% |
| 7D | +3.7% | +1.6% | +2.0% | +2.9% |
| 30D | -2.9% | +5.0% | -7.9% | -5.0% |
| 3M | -21.7% | +7.7% | -29.4% | -24.4% |
| 6M | -6.6% | +26.8% | -33.4% | -16.3% |
| YTD | -2.2% | +29.9% | -32.1% | -14.4% |
| 1Y | +12.2% | +25.7% | -13.4% | -0.6% |
| All | +12.2% | +25.6% | -13.4% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling