+106.6%
PCAR vs IAG
+515.1%
-408.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.2% | -9.6% | -2.9% |
| 7D | +0.1% | +21.4% | -21.4% | -1.2% |
| 30D | -4.6% | +4.0% | -8.6% | -4.9% |
| 3M | -22.6% | +17.0% | -39.6% | -23.5% |
| 6M | -12.0% | +1.4% | -13.4% | -12.5% |
| YTD | -6.1% | +13.8% | -19.9% | -7.4% |
| 1Y | +6.3% | +55.8% | -49.5% | +3.4% |
| 3Y | +31.8% | +647.4% | -615.6% | +15.4% |
| All | +106.6% | +515.1% | -408.5% | +67.4% |
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