+492.6%
PCAR vs IBKR
+1,332.5%
-839.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.2% | +1.3% | -1.5% | -0.8% |
| 30D | -6.9% | -0.3% | -6.6% | -7.1% |
| 3M | +2.1% | +4.7% | -2.6% | -0.8% |
| 6M | +1.6% | +34.0% | -32.4% | -12.0% |
| YTD | +12.2% | +40.8% | -28.6% | -5.6% |
| 1Y | +28.0% | +45.7% | -17.7% | +5.2% |
| 3Y | +61.0% | +288.4% | -227.4% | -20.1% |
| 5Y | +163.9% | +487.2% | -323.2% | +3.7% |
| 10Y | +367.9% | +991.2% | -623.3% | +24.4% |
| All | +492.6% | +1,332.5% | -839.9% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling