+278.2%
PCAR vs EWJ
+122.8%
+155.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | +3.8% | -2.4% | +6.2% | +5.5% |
| 30D | -2.0% | -7.6% | +5.7% | +3.6% |
| 3M | -19.1% | -5.9% | -13.2% | -15.8% |
| 6M | -6.8% | -1.5% | -5.4% | -6.6% |
| YTD | -2.5% | +12.6% | -15.0% | -11.9% |
| 1Y | +9.7% | +12.7% | -3.0% | -1.1% |
| 3Y | +34.0% | +63.1% | -29.1% | -11.8% |
| 5Y | +113.3% | +48.2% | +65.1% | +51.4% |
| 10Y | +278.2% | +123.1% | +155.1% | +89.0% |
| All | +278.2% | +122.8% | +155.4% | +89.0% |
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