+9.7%
PCAR vs EWJ
+13.2%
-3.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +3.8% | -2.4% | +6.2% | +4.9% |
| 30D | -2.0% | -7.6% | +5.7% | +1.9% |
| 3M | -19.1% | -5.9% | -13.2% | -16.8% |
| 6M | -6.8% | -1.5% | -5.4% | -6.8% |
| YTD | -2.5% | +12.6% | -15.0% | -9.0% |
| 1Y | +9.7% | +12.7% | -3.0% | +2.2% |
| All | +9.7% | +13.2% | -3.5% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling