+361.8%
PCAR vs IFF
-19.8%
+381.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.6% | -2.8% | +1.2% | -0.7% |
| 30D | -7.3% | -1.1% | -6.2% | -7.0% |
| 3M | +7.8% | +13.8% | -6.0% | +3.1% |
| 6M | +3.6% | +16.7% | -13.1% | -2.4% |
| YTD | +12.9% | +26.1% | -13.3% | +3.5% |
| 1Y | +27.3% | +33.5% | -6.2% | +14.5% |
| 3Y | +61.9% | +31.6% | +30.3% | +42.8% |
| 5Y | +164.2% | -34.9% | +199.0% | +185.4% |
| All | +361.8% | -19.8% | +381.7% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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