+37.3%
PCAR vs IOT
+68.2%
-31.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.5% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | -2.1% | +1.6% | -3.8% | -2.3% |
| 3M | -20.4% | +3.3% | -23.7% | -20.7% |
| 6M | -7.0% | +42.0% | -49.0% | -9.8% |
| YTD | -2.6% | +19.1% | -21.8% | -4.5% |
| 1Y | +9.8% | +8.8% | +1.0% | +8.8% |
| 3Y | +37.3% | +79.2% | -42.0% | +28.0% |
| All | +37.3% | +68.2% | -31.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling