+138.2%
IBM vs PCAR
+101.4%
+36.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.3% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | +11.1% | -4.6% | +15.7% | +12.4% |
| 3M | +5.7% | -22.6% | +28.3% | +12.5% |
| 6M | +10.1% | -12.0% | +22.1% | +13.3% |
| YTD | -15.6% | -6.1% | -9.5% | -15.3% |
| 1Y | -19.5% | +6.3% | -25.9% | -22.1% |
| 3Y | +80.4% | +31.8% | +48.6% | +59.1% |
| All | +138.2% | +101.4% | +36.8% | +75.9% |
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