+315.1%
IVV vs PCAR
+355.9%
-40.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +0.1% | -6.2% | +6.3% | +2.8% |
| 3M | +2.0% | +5.9% | -3.9% | -0.9% |
| 6M | +13.0% | +0.4% | +12.6% | +11.9% |
| YTD | +13.6% | +14.8% | -1.2% | +5.8% |
| 1Y | +20.1% | +30.1% | -10.0% | +5.3% |
| 3Y | +77.6% | +66.7% | +11.0% | +34.1% |
| 5Y | +82.5% | +166.1% | -83.7% | +7.3% |
| All | +315.1% | +355.9% | -40.8% | +83.5% |
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 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