+293.0%
PCAR vs IBB
+139.6%
+153.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.4% |
| 7D | +2.9% | +2.7% | +0.2% | +1.6% |
| 30D | -2.1% | +6.3% | -8.5% | -5.0% |
| 3M | -20.4% | +11.1% | -31.4% | -24.6% |
| 6M | -7.0% | +29.2% | -36.2% | -18.2% |
| YTD | -2.6% | +30.2% | -32.9% | -14.9% |
| 1Y | +9.8% | +39.5% | -29.7% | -7.1% |
| 3Y | +37.3% | +92.3% | -55.1% | -0.6% |
| 5Y | +116.4% | +43.0% | +73.5% | +76.0% |
| 10Y | +293.0% | +137.1% | +155.9% | +142.7% |
| All | +293.0% | +139.6% | +153.3% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling