+82.2%
IBM vs PCAR
+35.4%
+46.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +4.9% | -3.4% | +0.6% |
| 30D | +9.2% | -1.4% | +10.6% | +9.5% |
| 3M | +4.9% | -18.1% | +23.1% | +8.9% |
| 6M | +16.8% | -4.0% | +20.8% | +17.5% |
| YTD | -14.3% | -1.5% | -12.8% | -14.9% |
| 1Y | -16.7% | +13.2% | -29.9% | -20.2% |
| 3Y | +82.2% | +35.8% | +46.4% | +62.2% |
| All | +82.2% | +35.4% | +46.8% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling