+4,845.9%
PCAR vs IBN
+1,532.9%
+3,313.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | -6.2% | -0.3% | -5.9% | -6.2% |
| 3M | +5.9% | +17.1% | -11.2% | +1.6% |
| 6M | +0.4% | +3.4% | -3.0% | -0.6% |
| YTD | +14.8% | +2.5% | +12.3% | +13.8% |
| 1Y | +30.1% | -4.2% | +34.3% | +31.0% |
| 3Y | +66.7% | +32.4% | +34.3% | +52.9% |
| 5Y | +166.1% | +59.2% | +106.9% | +130.8% |
| 10Y | +353.7% | +345.7% | +8.0% | +181.6% |
| All | +4,845.9% | +1,532.9% | +3,313.0% | +1,890.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling