+563.3%
PCAR vs IEFA
+204.8%
+358.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +3.8% | +1.1% | +2.7% | +2.8% |
| 30D | -2.0% | +0.7% | -2.6% | -2.5% |
| 3M | -19.1% | -3.4% | -15.7% | -16.6% |
| 6M | -6.8% | +1.5% | -8.3% | -8.0% |
| YTD | -2.5% | +10.4% | -12.9% | -11.0% |
| 1Y | +9.7% | +13.4% | -3.7% | -2.2% |
| 3Y | +34.0% | +66.7% | -32.7% | -16.4% |
| 5Y | +113.3% | +49.5% | +63.9% | +46.1% |
| 10Y | +278.2% | +145.8% | +132.4% | +58.3% |
| All | +563.3% | +204.8% | +358.5% | +113.2% |
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