+163.9%
PCAR vs EWJ
+50.3%
+113.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -0.2% | +1.0% | -1.2% | -0.8% |
| 30D | -6.9% | +1.0% | -7.9% | -7.5% |
| 3M | +2.1% | +7.2% | -5.1% | -2.3% |
| 6M | +1.6% | +13.9% | -12.3% | -6.5% |
| YTD | +12.2% | +20.8% | -8.6% | -0.5% |
| 1Y | +28.0% | +26.4% | +1.7% | +10.3% |
| 3Y | +61.0% | +71.8% | -10.8% | +11.8% |
| 5Y | +163.9% | +49.9% | +114.1% | +98.8% |
| All | +163.9% | +50.3% | +113.6% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling