+7.2%
PCAR vs IRE
-98.0%
+105.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -33.9% | +32.4% | -1.0% |
| 7D | +2.2% | -57.1% | +59.3% | +3.4% |
| 30D | -4.4% | -84.4% | +80.0% | -1.4% |
| 3M | -21.4% | -85.0% | +63.5% | -19.2% |
| 6M | -7.3% | -95.2% | +87.9% | -3.3% |
| YTD | -3.8% | -93.9% | +90.2% | -1.9% |
| 1Y | +6.3% | -98.8% | +105.1% | +15.0% |
| All | +7.2% | -98.0% | +105.3% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling