+70.4%
PCAR vs EMR
+63.1%
+7.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.7% |
| 7D | -0.5% | -1.5% | +1.0% | +0.2% |
| 30D | -6.2% | -5.6% | -0.6% | -3.7% |
| 3M | +5.9% | +7.9% | -2.0% | +1.9% |
| 6M | +0.4% | +6.0% | -5.6% | -3.0% |
| YTD | +14.8% | +16.4% | -1.6% | +5.4% |
| 1Y | +30.1% | +16.6% | +13.5% | +18.7% |
| All | +70.4% | +63.1% | +7.3% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling