+367.9%
PCAR vs EWJ
+138.2%
+229.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.2% |
| 7D | -0.2% | +1.0% | -1.2% | -0.9% |
| 30D | -6.9% | +1.0% | -7.9% | -7.6% |
| 3M | +2.1% | +7.2% | -5.1% | -3.3% |
| 6M | +1.6% | +13.9% | -12.3% | -8.2% |
| YTD | +12.2% | +20.8% | -8.6% | -3.3% |
| 1Y | +28.0% | +26.4% | +1.7% | +6.4% |
| 3Y | +61.0% | +71.8% | -10.8% | +2.8% |
| 5Y | +163.9% | +49.9% | +114.1% | +88.6% |
| 10Y | +367.9% | +140.0% | +227.9% | +127.0% |
| All | +367.9% | +138.2% | +229.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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