+305.2%
IVV vs PCAR
+306.0%
-0.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.8% |
| 7D | -4.8% | +2.2% | -6.9% | -5.6% |
| 30D | -5.9% | -4.4% | -1.5% | -4.2% |
| 3M | -4.5% | -21.4% | +16.9% | +5.4% |
| 6M | +1.8% | -7.3% | +9.2% | +4.3% |
| YTD | +8.4% | -3.8% | +12.1% | +8.5% |
| 1Y | +9.4% | +6.3% | +3.1% | +4.6% |
| 3Y | +75.3% | +34.4% | +40.9% | +45.2% |
| 5Y | +67.8% | +109.2% | -41.4% | +9.7% |
| All | +305.2% | +306.0% | -0.9% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling