+2,544.4%
IBM vs PCAR
+12,836.9%
-10,292.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.4% |
| 7D | -4.3% | +2.2% | -6.5% | -5.0% |
| 30D | +11.7% | -4.4% | +16.1% | +13.2% |
| 3M | +5.5% | -21.4% | +26.9% | +13.5% |
| 6M | +9.5% | -7.3% | +16.8% | +11.4% |
| YTD | -14.9% | -3.8% | -11.1% | -14.8% |
| 1Y | -17.4% | +6.3% | -23.6% | -20.0% |
| 3Y | +83.3% | +34.4% | +48.9% | +61.8% |
| 5Y | +142.1% | +109.2% | +32.8% | +83.5% |
| 10Y | +157.2% | +312.9% | -155.7% | +56.6% |
| All | +2,544.4% | +12,836.9% | -10,292.5% | +475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling