+154.1%
PCAR vs IOT
+61.4%
+92.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | -0.2% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | -6.2% | +3.8% | -10.0% | -6.6% |
| 3M | +5.9% | +14.2% | -8.3% | +4.2% |
| 6M | +0.4% | +40.1% | -39.7% | -4.0% |
| YTD | +14.8% | +13.4% | +1.4% | +12.0% |
| 1Y | +30.1% | +12.2% | +17.9% | +26.6% |
| 3Y | +66.7% | +30.0% | +36.7% | +55.2% |
| All | +154.1% | +61.4% | +92.7% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling