+776.1%
IVV vs PCAR
+5,307.5%
-4,531.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +2.0% | +5.9% | -3.9% | -0.8% |
| 6M | +13.0% | +0.4% | +12.6% | +12.0% |
| YTD | +13.6% | +14.8% | -1.2% | +6.2% |
| 1Y | +20.1% | +30.1% | -10.0% | +6.2% |
| 3Y | +77.6% | +66.7% | +11.0% | +38.3% |
| 5Y | +82.5% | +166.1% | -83.7% | +15.4% |
| 10Y | +316.5% | +353.7% | -37.1% | +105.2% |
| All | +776.1% | +5,307.5% | -4,531.4% | +50.9% |
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