+12,813.1%
PCAR vs IP
+345.0%
+12,468.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.4% |
| 7D | +3.7% | +3.4% | +0.3% | +2.0% |
| 30D | -2.9% | +11.2% | -14.2% | -7.7% |
| 3M | -21.7% | -14.8% | -6.9% | -16.4% |
| 6M | -6.6% | +17.3% | -23.9% | -14.6% |
| YTD | -2.2% | -6.2% | +3.9% | -2.8% |
| 1Y | +12.2% | +2.3% | +9.9% | +7.1% |
| 3Y | +36.5% | +17.7% | +18.8% | +15.3% |
| 5Y | +113.5% | -8.4% | +122.0% | +98.6% |
| 10Y | +319.4% | +32.1% | +287.4% | +208.1% |
| All | +12,813.1% | +345.0% | +12,468.2% | +4,261.6% |
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