+9.4%
IVV vs PCAR
+10.0%
-0.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | -4.8% | +2.2% | -6.9% | -5.2% |
| 30D | -5.9% | -4.4% | -1.5% | -5.1% |
| 3M | -4.5% | -21.4% | +16.9% | +0.6% |
| 6M | +1.8% | -7.3% | +9.2% | +3.0% |
| YTD | +8.4% | -3.8% | +12.1% | +8.5% |
| 1Y | +9.4% | +6.3% | +3.1% | +7.6% |
| All | +9.4% | +10.0% | -0.6% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling