+608.3%
PCAR vs INDA
+115.1%
+493.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | -6.2% | -0.8% | -5.4% | -5.9% |
| 3M | +5.9% | +3.9% | +2.0% | +4.0% |
| 6M | +0.4% | -0.7% | +1.1% | +0.7% |
| YTD | +14.8% | -7.7% | +22.5% | +19.1% |
| 1Y | +30.1% | -5.1% | +35.2% | +33.1% |
| 3Y | +66.7% | +13.6% | +53.0% | +55.8% |
| 5Y | +166.1% | +7.8% | +158.3% | +154.0% |
| 10Y | +353.7% | +84.6% | +269.0% | +224.6% |
| All | +608.3% | +115.1% | +493.1% | +367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling