+10,537.5%
PCAR vs EWJ
+156.6%
+10,380.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -0.5% | +2.5% | -3.0% | -2.2% |
| 30D | -6.2% | +3.3% | -9.5% | -8.3% |
| 3M | +5.9% | +5.0% | +0.9% | +2.1% |
| 6M | +0.4% | +11.5% | -11.1% | -7.4% |
| YTD | +14.8% | +22.4% | -7.6% | -0.9% |
| 1Y | +30.1% | +30.2% | -0.1% | +7.4% |
| 3Y | +66.7% | +72.8% | -6.2% | +11.3% |
| 5Y | +166.1% | +54.1% | +112.0% | +91.3% |
| 10Y | +353.7% | +140.6% | +213.1% | +140.2% |
| All | +10,537.5% | +156.6% | +10,380.9% | +4,518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling