+106.6%
PCAR vs INDA
+8.0%
+98.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -3.4% |
| 7D | +0.1% | +6.6% | -6.6% | -3.6% |
| 30D | -4.6% | +10.4% | -14.9% | -9.9% |
| 3M | -22.6% | +1.5% | -24.1% | -23.3% |
| 6M | -12.0% | +1.7% | -13.7% | -12.9% |
| YTD | -6.1% | -5.8% | -0.2% | -3.2% |
| 1Y | +6.3% | -5.1% | +11.4% | +9.0% |
| 3Y | +31.8% | +16.0% | +15.8% | +17.7% |
| All | +106.6% | +8.0% | +98.6% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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