+359.1%
PCAR vs IRM
+407.3%
-48.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.4% |
| 30D | -7.7% | -4.2% | -3.5% | -6.6% |
| 3M | +3.7% | -5.4% | +9.1% | +5.1% |
| 6M | +2.3% | +12.0% | -9.7% | -1.8% |
| YTD | +12.8% | +42.0% | -29.2% | +0.4% |
| 1Y | +27.8% | +29.9% | -2.1% | +16.2% |
| 3Y | +61.8% | +104.4% | -42.6% | +22.7% |
| 5Y | +168.2% | +191.0% | -22.8% | +77.6% |
| 10Y | +359.1% | +417.1% | -58.0% | +141.2% |
| All | +359.1% | +407.3% | -48.2% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling