+3,509.9%
PCAR vs IBB
+554.8%
+2,955.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.5% | +1.5% |
| 7D | +2.2% | -3.6% | +5.8% | +4.4% |
| 30D | -4.4% | +3.4% | -7.8% | -6.6% |
| 3M | -21.4% | +9.5% | -30.9% | -26.4% |
| 6M | -7.3% | +23.3% | -30.6% | -19.6% |
| YTD | -3.8% | +24.5% | -28.3% | -17.4% |
| 1Y | +6.3% | +32.9% | -26.6% | -12.3% |
| 3Y | +34.4% | +76.6% | -42.2% | -8.2% |
| 5Y | +109.2% | +35.5% | +73.7% | +64.2% |
| 10Y | +312.9% | +156.7% | +156.1% | +97.6% |
| All | +3,509.9% | +554.8% | +2,955.1% | +640.1% |
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