+112.6%
PCAR vs EWJ
+46.9%
+65.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | +3.5% | -2.4% | +5.8% | +4.8% |
| 30D | -2.3% | -7.6% | +5.3% | +2.2% |
| 3M | -19.3% | -5.9% | -13.5% | -16.7% |
| 6M | -7.1% | -1.5% | -5.7% | -6.8% |
| YTD | -2.8% | +12.6% | -15.4% | -10.4% |
| 1Y | +9.3% | +12.7% | -3.4% | +0.6% |
| 3Y | +33.5% | +63.1% | -29.6% | -4.9% |
| 5Y | +112.6% | +48.2% | +64.4% | +60.4% |
| All | +112.6% | +46.9% | +65.8% | +60.4% |
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