+5,267.7%
PCAR vs IJH
+1,068.3%
+4,199.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.1% |
| 7D | 0.0% | +1.0% | -1.0% | -1.0% |
| 30D | -7.7% | -3.1% | -4.6% | -4.5% |
| 3M | +3.7% | +1.9% | +1.8% | +1.8% |
| 6M | +2.3% | +11.0% | -8.7% | -8.3% |
| YTD | +12.8% | +14.7% | -1.9% | -2.4% |
| 1Y | +27.8% | +15.6% | +12.2% | +9.7% |
| 3Y | +61.8% | +52.5% | +9.3% | +1.8% |
| 5Y | +168.2% | +49.1% | +119.1% | +68.1% |
| 10Y | +359.1% | +177.7% | +181.4% | +30.9% |
| All | +5,267.7% | +1,068.3% | +4,199.5% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling