+8,905.7%
PCAR vs EWJ
+136.0%
+8,769.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.7% |
| 7D | +3.5% | -2.4% | +5.8% | +5.1% |
| 30D | -2.3% | -7.6% | +5.3% | +3.0% |
| 3M | -19.3% | -5.9% | -13.5% | -16.2% |
| 6M | -7.1% | -1.5% | -5.7% | -6.8% |
| YTD | -2.8% | +12.6% | -15.4% | -11.4% |
| 1Y | +9.3% | +12.7% | -3.4% | -0.5% |
| 3Y | +33.5% | +63.1% | -29.6% | -7.4% |
| 5Y | +112.6% | +48.2% | +64.4% | +56.5% |
| 10Y | +276.9% | +123.1% | +153.8% | +109.7% |
| All | +8,905.7% | +136.0% | +8,769.6% | +4,028.1% |
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