+169.2%
IWM vs PCAR
+355.9%
-186.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | -1.3% | -6.2% | +5.0% | +2.2% |
| 3M | +1.6% | +5.9% | -4.3% | -2.1% |
| 6M | +13.6% | +0.4% | +13.2% | +12.3% |
| YTD | +20.8% | +14.8% | +5.9% | +10.5% |
| 1Y | +26.4% | +30.1% | -3.7% | +7.4% |
| 3Y | +60.7% | +66.7% | -6.0% | +14.8% |
| 5Y | +38.2% | +166.1% | -127.9% | -26.3% |
| All | +169.2% | +355.9% | -186.7% | +2.4% |
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 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