+359.2%
PCAR vs IJR
+173.0%
+186.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | -0.2% | -1.1% | +0.9% | +0.6% |
| 30D | -6.9% | -3.6% | -3.3% | -4.3% |
| 3M | +2.1% | +2.3% | -0.2% | +0.5% |
| 6M | +1.6% | +14.3% | -12.8% | -7.7% |
| YTD | +12.2% | +19.3% | -7.1% | -1.0% |
| 1Y | +28.0% | +22.6% | +5.4% | +10.8% |
| 3Y | +61.0% | +53.5% | +7.4% | +17.6% |
| 5Y | +163.9% | +39.9% | +124.0% | +103.7% |
| All | +359.2% | +173.0% | +186.2% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling