+115.2%
PCAR vs IJH
+36.2%
+79.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +4.9% | +2.3% | +2.6% | +3.0% |
| 30D | -1.4% | +2.1% | -3.5% | -3.2% |
| 3M | -18.1% | -5.7% | -12.5% | -14.1% |
| 6M | -4.0% | +1.4% | -5.4% | -5.0% |
| YTD | -1.5% | +12.6% | -14.1% | -10.4% |
| 1Y | +13.2% | +16.1% | -2.9% | +0.5% |
| 3Y | +35.8% | +57.8% | -22.0% | -4.6% |
| All | +115.2% | +36.2% | +79.1% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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