+141.6%
IBM vs PCAR
+292.6%
-151.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.5% | +3.8% | -5.3% | -3.0% |
| 30D | +8.4% | -2.0% | +10.4% | +9.1% |
| 3M | +4.2% | -19.1% | +23.3% | +13.0% |
| 6M | +7.9% | -6.8% | +14.7% | +10.0% |
| YTD | -15.2% | -2.5% | -12.7% | -15.9% |
| 1Y | -18.7% | +9.7% | -28.4% | -23.5% |
| 3Y | +79.2% | +34.0% | +45.2% | +48.5% |
| 5Y | +144.7% | +113.3% | +31.4% | +56.5% |
| 10Y | +141.6% | +278.2% | -136.6% | +18.5% |
| All | +141.6% | +292.6% | -151.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling