+44.0%
IGV vs PCAR
+68.2%
-24.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | +3.2% | -6.2% | +9.4% | +4.8% |
| 3M | +4.5% | +5.9% | -1.4% | +2.7% |
| 6M | +22.1% | +0.4% | +21.7% | +21.4% |
| YTD | -1.0% | +14.8% | -15.9% | -6.2% |
| 1Y | -2.1% | +30.1% | -32.2% | -11.4% |
| All | +44.0% | +68.2% | -24.2% | +8.6% |
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 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