+733.6%
IWM vs PCAR
+4,445.0%
-3,711.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.8% |
| 7D | -4.6% | +2.2% | -6.7% | -5.6% |
| 30D | -3.7% | -4.4% | +0.7% | -1.6% |
| 3M | -9.4% | -21.4% | +12.1% | +2.0% |
| 6M | -3.6% | -7.3% | +3.7% | -0.7% |
| YTD | +10.8% | -3.8% | +14.6% | +11.5% |
| 1Y | +11.9% | +6.3% | +5.6% | +6.9% |
| 3Y | +60.6% | +34.4% | +26.2% | +33.5% |
| 5Y | +19.2% | +109.2% | -90.0% | -21.6% |
| 10Y | +165.3% | +312.9% | -147.5% | +21.4% |
| All | +733.6% | +4,445.0% | -3,711.4% | +32.4% |
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