+12,876.8%
PCAR vs IFF
+794.2%
+12,082.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -0.3% |
| 7D | +2.1% | -6.9% | +9.0% | +5.7% |
| 30D | -1.2% | -8.9% | +7.7% | +3.0% |
| 3M | -18.6% | -3.7% | -14.9% | -17.5% |
| 6M | -5.1% | +3.5% | -8.5% | -8.0% |
| YTD | -1.8% | +21.2% | -23.0% | -13.5% |
| 1Y | +10.6% | +25.6% | -15.0% | -4.4% |
| 3Y | +34.9% | +19.7% | +15.2% | +15.2% |
| 5Y | +114.0% | -39.8% | +153.8% | +145.0% |
| 10Y | +288.4% | -13.2% | +301.6% | +227.0% |
| All | +12,876.8% | +794.2% | +12,082.6% | +2,790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling