+61.8%
PCAR vs IJR
+54.5%
+7.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.2% |
| 7D | 0.0% | +0.9% | -0.9% | -0.7% |
| 30D | -7.7% | -3.1% | -4.6% | -5.3% |
| 3M | +3.7% | +4.4% | -0.7% | +0.3% |
| 6M | +2.3% | +16.1% | -13.8% | -8.8% |
| YTD | +12.8% | +20.6% | -7.8% | -2.2% |
| 1Y | +27.8% | +22.9% | +4.9% | +9.1% |
| 3Y | +61.8% | +55.2% | +6.6% | +19.9% |
| All | +61.8% | +54.5% | +7.3% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling