+149.9%
IBM vs PCAR
+326.7%
-176.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -1.0% |
| 7D | -2.5% | +2.9% | -5.4% | -3.7% |
| 30D | +8.4% | -2.1% | +10.5% | +9.2% |
| 3M | +4.5% | -20.4% | +24.8% | +14.0% |
| 6M | +7.9% | -7.0% | +14.9% | +10.1% |
| YTD | -15.2% | -2.6% | -12.6% | -15.9% |
| 1Y | -17.6% | +9.8% | -27.4% | -22.5% |
| 3Y | +82.1% | +37.3% | +44.8% | +49.0% |
| 5Y | +143.3% | +116.4% | +26.9% | +54.2% |
| 10Y | +149.9% | +293.0% | -143.0% | +18.6% |
| All | +149.9% | +326.7% | -176.8% | +18.6% |
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