+285.9%
PCAR vs EMR
+279.1%
+6.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +2.1% | +2.7% | -0.6% | +0.6% |
| 30D | -1.2% | +2.1% | -3.3% | -2.5% |
| 3M | -18.6% | +2.3% | -20.9% | -19.9% |
| 6M | -5.1% | +22.5% | -27.6% | -15.8% |
| YTD | -1.8% | +27.2% | -29.0% | -15.7% |
| 1Y | +10.6% | +28.0% | -17.4% | -5.4% |
| 3Y | +34.9% | +103.4% | -68.5% | -14.0% |
| 5Y | +114.0% | +88.2% | +25.8% | +40.5% |
| All | +285.9% | +279.1% | +6.8% | +59.4% |
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