+61.8%
PCAR vs INSM
+367.2%
-305.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | 0.0% | +2.8% | -2.7% | 0.0% |
| 30D | -7.7% | -4.7% | -3.0% | -7.7% |
| 3M | +3.7% | +32.6% | -28.9% | +3.3% |
| 6M | +2.3% | -10.9% | +13.2% | +2.3% |
| YTD | +12.8% | -28.2% | +41.0% | +12.9% |
| 1Y | +27.8% | -14.9% | +42.6% | +27.7% |
| 3Y | +61.8% | +375.6% | -313.8% | +65.1% |
| All | +61.8% | +367.2% | -305.4% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 3y: compounded portfolio wealth divided by compounded INSM 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…
3y analysis · Full analysis span regression · 6 months rolling