+12,611.2%
PCAR vs IP
+327.4%
+12,283.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | +0.2% |
| 7D | +2.2% | -5.0% | +7.1% | +4.5% |
| 30D | -4.4% | +6.5% | -10.9% | -7.3% |
| 3M | -21.4% | -18.0% | -3.4% | -14.6% |
| 6M | -7.3% | +10.3% | -17.6% | -12.8% |
| YTD | -3.8% | -9.9% | +6.1% | -2.6% |
| 1Y | +6.3% | -1.1% | +7.3% | +2.9% |
| 3Y | +34.4% | +13.0% | +21.4% | +15.6% |
| 5Y | +109.2% | -12.3% | +121.5% | +98.3% |
| 10Y | +312.9% | +26.8% | +286.0% | +208.8% |
| All | +12,611.2% | +327.4% | +12,283.9% | +4,271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling