+6.3%
PCAR vs IRE
-98.3%
+104.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +39.6% | -42.0% | -2.9% |
| 7D | +0.1% | -27.2% | +27.2% | +0.3% |
| 30D | -4.6% | -75.1% | +70.6% | -2.7% |
| 3M | -22.6% | -77.9% | +55.3% | -21.2% |
| 6M | -12.0% | -94.6% | +82.6% | -8.6% |
| YTD | -6.1% | -91.5% | +85.4% | -4.3% |
| 1Y | +6.3% | -97.8% | +104.2% | +8.2% |
| All | +6.3% | -98.3% | +104.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling