+293.0%
PCAR vs IAG
+326.7%
-33.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +3.4% |
| 7D | +2.9% | +24.0% | -21.1% | +2.0% |
| 30D | -2.1% | +5.5% | -7.7% | -2.4% |
| 3M | -20.4% | +8.3% | -28.7% | -20.7% |
| 6M | -7.0% | +6.1% | -13.1% | -7.5% |
| YTD | -2.6% | +20.3% | -23.0% | -3.7% |
| 1Y | +9.8% | +56.5% | -46.7% | +7.7% |
| 3Y | +37.3% | +762.6% | -725.4% | +26.4% |
| 5Y | +116.4% | +546.3% | -429.8% | +96.0% |
| 10Y | +293.0% | +356.1% | -63.1% | +252.8% |
| All | +293.0% | +326.7% | -33.7% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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