+1,783.4%
PCAR vs IAG
+377.5%
+1,405.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -6.2% | +28.9% | -35.1% | -8.2% |
| 3M | +5.9% | +19.1% | -13.2% | +4.1% |
| 6M | +0.4% | -10.3% | +10.7% | +0.6% |
| YTD | +14.8% | +24.2% | -9.4% | +11.8% |
| 1Y | +30.1% | +116.5% | -86.4% | +21.1% |
| 3Y | +66.7% | +742.8% | -676.1% | +35.8% |
| 5Y | +166.1% | +753.3% | -587.2% | +109.7% |
| 10Y | +353.7% | +403.2% | -49.5% | +246.8% |
| All | +1,783.4% | +377.5% | +1,405.9% | +1,129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling