+115.2%
PCAR vs IAG
+421.7%
-306.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +4.9% | -7.7% | +12.6% | +5.4% |
| 30D | -1.4% | +1.6% | -3.0% | -1.6% |
| 3M | -18.1% | -2.4% | -15.7% | -18.2% |
| 6M | -4.0% | -7.8% | +3.8% | -4.0% |
| YTD | -1.5% | +5.0% | -6.5% | -2.3% |
| 1Y | +13.2% | +25.7% | -12.5% | +11.2% |
| 3Y | +35.8% | +694.5% | -658.7% | +18.6% |
| All | +115.2% | +421.7% | -306.5% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling