+148.4%
PCAR vs IOT
+55.2%
+93.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.2% |
| 7D | -0.2% | +5.1% | -5.3% | -0.7% |
| 30D | -6.9% | -3.0% | -3.9% | -6.7% |
| 3M | +2.1% | +15.0% | -12.9% | +0.4% |
| 6M | +1.6% | +13.1% | -11.6% | -0.5% |
| YTD | +12.2% | +9.0% | +3.2% | +9.9% |
| 1Y | +28.0% | +0.1% | +27.9% | +26.3% |
| 3Y | +61.0% | +26.4% | +34.5% | +50.3% |
| All | +148.4% | +55.2% | +93.1% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling