+495.9%
PCAR vs IBKR
+1,318.9%
-822.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | -1.6% | -3.8% | +2.2% | +0.1% |
| 30D | -7.3% | -0.3% | -7.0% | -7.5% |
| 3M | +7.8% | +4.8% | +3.0% | +4.6% |
| 6M | +3.6% | +30.8% | -27.2% | -9.3% |
| YTD | +12.9% | +39.5% | -26.6% | -4.7% |
| 1Y | +27.3% | +43.7% | -16.4% | +5.2% |
| 3Y | +61.9% | +284.7% | -222.8% | -19.3% |
| 5Y | +164.2% | +484.9% | -320.7% | +3.9% |
| 10Y | +370.6% | +980.8% | -610.3% | +25.7% |
| All | +495.9% | +1,318.9% | -822.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded IBKR 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling