+172.3%
PCAR vs EMR
+60.6%
+111.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.8% |
| 7D | -0.5% | -1.5% | +1.0% | +0.3% |
| 30D | -6.2% | -5.6% | -0.6% | -3.5% |
| 3M | +5.9% | +7.9% | -2.0% | +1.4% |
| 6M | +0.4% | +6.0% | -5.6% | -3.3% |
| YTD | +14.8% | +16.4% | -1.6% | +4.4% |
| 1Y | +30.1% | +16.6% | +13.5% | +17.4% |
| 3Y | +66.7% | +62.9% | +3.8% | +22.3% |
| All | +172.3% | +60.6% | +111.7% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling