+115.5%
IBM vs PCAR
+168.1%
-52.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +0.3% | -6.2% | +6.5% | +1.8% |
| 3M | -21.6% | +5.9% | -27.5% | -22.8% |
| 6M | -4.7% | +0.4% | -5.1% | -5.2% |
| YTD | -19.1% | +14.8% | -33.9% | -22.7% |
| 1Y | -2.5% | +30.1% | -32.6% | -10.4% |
| 3Y | +74.2% | +66.7% | +7.5% | +44.3% |
| All | +115.5% | +168.1% | -52.6% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling