+914.8%
IGV vs PCAR
+2,902.0%
-1,987.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -10.0% | -4.6% | -5.4% | -8.2% |
| 3M | -0.5% | -22.6% | +22.0% | +11.3% |
| 6M | +12.6% | -12.0% | +24.6% | +17.9% |
| YTD | -6.4% | -6.1% | -0.3% | -6.0% |
| 1Y | -9.5% | +6.3% | -15.8% | -14.4% |
| 3Y | +41.7% | +31.8% | +9.9% | +17.7% |
| 5Y | +12.7% | +104.2% | -91.5% | -25.1% |
| 10Y | +354.1% | +302.9% | +51.1% | +106.1% |
| All | +914.8% | +2,902.0% | -1,987.2% | +15.5% |
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