+7.4%
IVV vs PCAR
-7.4%
+14.7%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.9% |
| 7D | -0.7% | +3.7% | -4.4% | -1.4% |
| 30D | -1.0% | -2.9% | +1.9% | -0.6% |
| 3M | -0.3% | -21.7% | +21.4% | +4.7% |
| 6M | +7.4% | -6.6% | +14.0% | +8.4% |
| All | +7.4% | -7.4% | +14.7% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling