+359.1%
PCAR vs IBN
+312.4%
+46.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.6% |
| 30D | -7.7% | -2.3% | -5.4% | -7.2% |
| 3M | +3.7% | +15.9% | -12.2% | -0.2% |
| 6M | +2.3% | +5.6% | -3.3% | +0.8% |
| YTD | +12.8% | -0.1% | +12.9% | +12.5% |
| 1Y | +27.8% | -6.5% | +34.3% | +29.3% |
| 3Y | +61.8% | +29.3% | +32.5% | +49.4% |
| 5Y | +168.2% | +56.6% | +111.6% | +133.6% |
| 10Y | +359.1% | +314.4% | +44.7% | +225.9% |
| All | +359.1% | +312.4% | +46.7% | +225.9% |
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