+168.2%
PCAR vs IJR
+40.3%
+127.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +3.7% | +4.4% | -0.7% | +0.5% |
| 6M | +2.3% | +16.1% | -13.8% | -8.4% |
| YTD | +12.8% | +20.6% | -7.8% | -1.7% |
| 1Y | +27.8% | +22.9% | +4.9% | +9.8% |
| 3Y | +61.8% | +55.2% | +6.6% | +16.7% |
| 5Y | +168.2% | +41.1% | +127.1% | +100.8% |
| All | +168.2% | +40.3% | +127.9% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling