+115.8%
PCAR vs IOT
+66.5%
+49.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | -2.0% | -0.2% | -1.7% | -2.0% |
| 3M | -19.1% | +4.0% | -23.1% | -19.6% |
| 6M | -6.8% | +39.4% | -46.2% | -10.4% |
| YTD | -2.5% | +16.9% | -19.4% | -5.3% |
| 1Y | +9.7% | +4.1% | +5.6% | +7.8% |
| 3Y | +34.0% | +72.7% | -38.8% | +21.2% |
| All | +115.8% | +66.5% | +49.4% | +80.0% |
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