+9.5%
PCAR vs IAG
+52.4%
-42.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +2.9% |
| 7D | +2.9% | +24.0% | -21.1% | 0.0% |
| 30D | -2.1% | +5.5% | -7.7% | -3.1% |
| 3M | -20.4% | +8.3% | -28.7% | -21.5% |
| 6M | -7.0% | +6.1% | -13.1% | -8.6% |
| YTD | -2.6% | +20.3% | -23.0% | -4.0% |
| All | +9.5% | +52.4% | -42.9% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling