+293.0%
PCAR vs EMR
+319.4%
-26.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +1.3% |
| 7D | +2.9% | +2.1% | +0.8% | +1.7% |
| 30D | -2.1% | +4.8% | -6.9% | -4.8% |
| 3M | -20.4% | +7.5% | -27.8% | -23.8% |
| 6M | -7.0% | +20.9% | -27.8% | -16.9% |
| YTD | -2.6% | +29.2% | -31.8% | -17.1% |
| 1Y | +9.8% | +33.0% | -23.2% | -8.1% |
| 3Y | +37.3% | +109.8% | -72.5% | -14.1% |
| 5Y | +116.4% | +91.9% | +24.5% | +40.5% |
| 10Y | +293.0% | +301.5% | -8.6% | +54.0% |
| All | +293.0% | +319.4% | -26.5% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling