+570.1%
PCAR vs IEFA
+203.9%
+366.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +4.9% | +2.2% | +2.7% | +2.9% |
| 30D | -1.4% | +1.1% | -2.5% | -2.3% |
| 3M | -18.1% | -4.3% | -13.9% | -14.9% |
| 6M | -4.0% | +1.4% | -5.4% | -5.2% |
| YTD | -1.5% | +10.1% | -11.5% | -9.8% |
| 1Y | +13.2% | +12.9% | +0.3% | +1.3% |
| 3Y | +35.8% | +65.8% | -30.0% | -14.9% |
| 5Y | +114.6% | +47.7% | +67.0% | +48.7% |
| 10Y | +289.6% | +146.8% | +142.8% | +62.3% |
| All | +570.1% | +203.9% | +366.2% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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