+735.8%
IVV vs PCAR
+4,431.5%
-3,695.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -4.5% | -21.4% | +16.9% | +5.1% |
| 6M | +1.8% | -7.3% | +9.2% | +4.3% |
| YTD | +8.4% | -3.8% | +12.1% | +8.7% |
| 1Y | +9.4% | +6.3% | +3.1% | +5.1% |
| 3Y | +75.3% | +34.4% | +40.9% | +49.0% |
| 5Y | +67.8% | +109.2% | -41.4% | +17.0% |
| 10Y | +314.2% | +312.9% | +1.3% | +111.7% |
| All | +735.8% | +4,431.5% | -3,695.7% | +54.4% |
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 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