+4,207.7%
PCAR vs IBB
+560.8%
+3,646.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.7% |
| 7D | -0.5% | +1.4% | -1.9% | -1.4% |
| 30D | -6.2% | +10.5% | -16.7% | -12.2% |
| 3M | +5.9% | +23.6% | -17.7% | -7.6% |
| 6M | +0.4% | +22.6% | -22.2% | -12.3% |
| YTD | +14.8% | +25.7% | -10.9% | -1.4% |
| 1Y | +30.1% | +51.4% | -21.3% | -0.6% |
| 3Y | +66.7% | +64.4% | +2.3% | +19.6% |
| 5Y | +166.1% | +22.1% | +144.0% | +123.9% |
| 10Y | +353.7% | +132.5% | +221.2% | +132.7% |
| All | +4,207.7% | +560.8% | +3,646.9% | +782.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling