+295.0%
PCAR vs IBB
+133.2%
+161.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +2.2% | -1.4% | +3.5% | +2.8% |
| 30D | +0.3% | +6.8% | -6.5% | -2.8% |
| 3M | -17.9% | +9.2% | -27.1% | -21.6% |
| 6M | -3.4% | +28.3% | -31.7% | -14.7% |
| YTD | -0.1% | +29.4% | -29.5% | -12.4% |
| 1Y | +13.4% | +33.2% | -19.8% | -1.9% |
| 3Y | +37.2% | +90.2% | -53.0% | 0.0% |
| 5Y | +117.3% | +44.0% | +73.4% | +76.2% |
| 10Y | +295.0% | +133.1% | +161.9% | +144.2% |
| All | +295.0% | +133.2% | +161.8% | +144.2% |
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