+27.8%
PCAR vs IBN
-6.3%
+34.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | -7.7% | -2.3% | -5.4% | -7.1% |
| 3M | +3.7% | +15.9% | -12.2% | -1.0% |
| 6M | +2.3% | +5.6% | -3.3% | -1.0% |
| YTD | +12.8% | -0.1% | +12.9% | +9.7% |
| 1Y | +27.8% | -6.5% | +34.3% | +22.8% |
| All | +27.8% | -6.3% | +34.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling