+293.0%
PCAR vs IBN
+368.7%
-75.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | +2.9% | +14.6% | -11.7% | -0.7% |
| 30D | -2.1% | +23.5% | -25.7% | -7.4% |
| 3M | -20.4% | +14.0% | -34.4% | -23.1% |
| 6M | -7.0% | +31.1% | -38.1% | -13.4% |
| YTD | -2.6% | +16.6% | -19.2% | -6.8% |
| 1Y | +9.8% | +14.9% | -5.1% | +5.5% |
| 3Y | +37.3% | +56.9% | -19.6% | +20.4% |
| 5Y | +116.4% | +69.7% | +46.8% | +84.4% |
| 10Y | +293.0% | +365.4% | -72.4% | +171.7% |
| All | +293.0% | +368.7% | -75.7% | +171.7% |
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