+5,364.1%
PCAR vs IJR
+1,153.0%
+4,211.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.2% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -6.2% | -2.4% | -3.8% | -4.0% |
| 3M | +5.9% | +3.9% | +2.0% | +2.1% |
| 6M | +0.4% | +12.4% | -12.0% | -10.3% |
| YTD | +14.8% | +21.5% | -6.7% | -4.9% |
| 1Y | +30.1% | +24.0% | +6.1% | +5.5% |
| 3Y | +66.7% | +49.7% | +16.9% | +9.8% |
| 5Y | +166.1% | +39.7% | +126.5% | +82.8% |
| 10Y | +353.7% | +169.0% | +184.7% | +41.6% |
| All | +5,364.1% | +1,153.0% | +4,211.1% | +249.8% |
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 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