+1,440.2%
PCAR vs IAG
+337.4%
+1,102.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.2% | -9.6% | -3.0% |
| 7D | +0.1% | +21.4% | -21.4% | -1.5% |
| 30D | -4.6% | +4.0% | -8.6% | -5.0% |
| 3M | -22.6% | +17.0% | -39.6% | -23.8% |
| 6M | -12.0% | +1.4% | -13.4% | -12.6% |
| YTD | -6.1% | +13.8% | -19.9% | -8.1% |
| 1Y | +6.3% | +55.8% | -49.5% | +1.5% |
| 3Y | +31.8% | +647.4% | -615.6% | +8.4% |
| 5Y | +104.2% | +519.1% | -415.0% | +65.1% |
| 10Y | +302.9% | +345.6% | -42.7% | +212.3% |
| All | +1,440.2% | +337.4% | +1,102.9% | +910.3% |
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