+163.9%
PCAR vs IFF
-35.9%
+199.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -0.2% | -3.0% | +2.8% | +0.5% |
| 30D | -6.9% | -0.9% | -6.0% | -6.7% |
| 3M | +2.1% | +11.8% | -9.7% | -1.0% |
| 6M | +1.6% | +16.5% | -14.9% | -3.1% |
| YTD | +12.2% | +26.5% | -14.3% | +4.7% |
| 1Y | +28.0% | +32.7% | -4.7% | +17.9% |
| 3Y | +61.0% | +32.0% | +29.0% | +45.5% |
| 5Y | +163.9% | -36.1% | +200.0% | +176.2% |
| All | +163.9% | -35.9% | +199.8% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling