+109.2%
PCAR vs IP
-12.5%
+121.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.3% |
| 7D | +2.2% | -5.0% | +7.1% | +3.7% |
| 30D | -4.4% | +6.5% | -10.9% | -6.4% |
| 3M | -21.4% | -18.0% | -3.4% | -16.7% |
| 6M | -7.3% | +10.3% | -17.6% | -10.9% |
| YTD | -3.8% | -9.9% | +6.1% | -2.4% |
| 1Y | +6.3% | -1.1% | +7.3% | +4.5% |
| 3Y | +34.4% | +13.0% | +21.4% | +21.2% |
| 5Y | +109.2% | -12.3% | +121.5% | +113.9% |
| All | +109.2% | -12.5% | +121.7% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling