+161.6%
IWM vs PCAR
+296.2%
-134.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -1.5% | -4.6% | +3.1% | +0.9% |
| 3M | -8.0% | -22.6% | +14.6% | +5.3% |
| 6M | -4.1% | -12.0% | +7.9% | +1.7% |
| YTD | +11.9% | -6.1% | +18.0% | +13.9% |
| 1Y | +15.0% | +6.3% | +8.7% | +9.0% |
| 3Y | +64.2% | +31.8% | +32.4% | +33.3% |
| 5Y | +20.4% | +104.2% | -83.8% | -25.7% |
| All | +161.6% | +296.2% | -134.7% | +15.9% |
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 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