+15,068.3%
PCAR vs IP
+364.8%
+14,703.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | -0.5% | -5.3% | +4.8% | +1.9% |
| 30D | -6.2% | -10.9% | +4.6% | -1.4% |
| 3M | +5.9% | +11.2% | -5.3% | 0.0% |
| 6M | +0.4% | -10.2% | +10.6% | +3.0% |
| YTD | +14.8% | -2.0% | +16.8% | +12.5% |
| 1Y | +30.1% | -19.1% | +49.2% | +37.8% |
| 3Y | +66.7% | +20.9% | +45.8% | +39.7% |
| 5Y | +166.1% | -17.8% | +183.9% | +161.5% |
| 10Y | +353.7% | +23.5% | +330.2% | +245.5% |
| All | +15,068.3% | +364.8% | +14,703.5% | +4,948.6% |
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