+4,653.8%
PCAR vs IJR
+1,131.4%
+3,522.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.6% |
| 30D | +0.3% | +3.5% | -3.2% | -3.1% |
| 3M | -17.9% | -3.8% | -14.2% | -14.9% |
| 6M | -3.4% | +4.3% | -7.7% | -7.3% |
| YTD | -0.1% | +19.4% | -19.5% | -16.0% |
| 1Y | +13.4% | +20.5% | -7.1% | -5.5% |
| 3Y | +37.2% | +63.0% | -25.8% | -17.0% |
| 5Y | +117.3% | +28.6% | +88.8% | +62.5% |
| 10Y | +295.0% | +157.2% | +137.8% | +29.4% |
| All | +4,653.8% | +1,131.4% | +3,522.4% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling