+15,068.3%
PCAR vs IFF
+856.0%
+14,212.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.5% | -1.8% | +1.3% | +0.4% |
| 30D | -6.2% | -2.0% | -4.3% | -5.5% |
| 3M | +5.9% | +18.5% | -12.6% | -3.4% |
| 6M | +0.4% | +11.7% | -11.3% | -7.0% |
| YTD | +14.8% | +29.6% | -14.7% | -1.7% |
| 1Y | +30.1% | +35.0% | -4.9% | +8.8% |
| 3Y | +66.6% | +32.3% | +34.4% | +35.3% |
| 5Y | +166.1% | -34.6% | +200.7% | +191.7% |
| 10Y | +353.7% | -20.6% | +374.3% | +305.5% |
| All | +15,068.3% | +856.0% | +14,212.3% | +3,184.7% |
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