+287.1%
PCAR vs IBN
+385.6%
-98.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.9% | +1.9% | +3.1% | +4.4% |
| 30D | -1.4% | +22.1% | -23.5% | -6.4% |
| 3M | -18.1% | +17.1% | -35.2% | -21.5% |
| 6M | -4.0% | +35.5% | -39.6% | -11.4% |
| YTD | -1.5% | +16.8% | -18.3% | -5.7% |
| 1Y | +13.2% | +12.4% | +0.8% | +9.4% |
| 3Y | +35.8% | +58.0% | -22.2% | +18.9% |
| 5Y | +114.6% | +73.7% | +40.9% | +81.8% |
| All | +287.1% | +385.6% | -98.5% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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