+808.3%
IWM vs PCAR
+5,323.5%
-4,515.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | -1.3% | -6.2% | +5.0% | +1.9% |
| 3M | +1.6% | +5.9% | -4.3% | -1.8% |
| 6M | +13.6% | +0.4% | +13.2% | +12.4% |
| YTD | +20.8% | +14.8% | +5.9% | +11.5% |
| 1Y | +26.4% | +30.1% | -3.7% | +9.2% |
| 3Y | +60.7% | +66.7% | -6.0% | +20.0% |
| 5Y | +38.2% | +166.1% | -127.9% | -19.4% |
| 10Y | +169.5% | +353.7% | -184.2% | +17.7% |
| All | +808.3% | +5,323.5% | -4,515.3% | +32.3% |
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