+973.2%
IGV vs PCAR
+3,570.8%
-2,597.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | +3.2% | -6.2% | +9.4% | +6.2% |
| 3M | +4.5% | +5.9% | -1.4% | +1.2% |
| 6M | +22.1% | +0.4% | +21.7% | +20.1% |
| YTD | -1.0% | +14.8% | -15.9% | -9.0% |
| 1Y | -2.1% | +30.1% | -32.2% | -15.5% |
| 3Y | +44.6% | +66.7% | -22.1% | +8.0% |
| 5Y | +22.2% | +166.1% | -144.0% | -28.0% |
| 10Y | +364.7% | +353.7% | +11.1% | +100.7% |
| All | +973.2% | +3,570.8% | -2,597.7% | +11.8% |
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