+11,139.7%
PCAR vs IRM
+9,964.6%
+1,175.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.4% |
| 7D | -0.5% | -0.5% | -0.1% | -0.4% |
| 30D | -6.2% | -8.1% | +1.8% | -3.8% |
| 3M | +5.9% | -9.7% | +15.6% | +9.0% |
| 6M | +0.4% | +10.0% | -9.6% | -3.2% |
| YTD | +14.8% | +43.0% | -28.2% | +1.5% |
| 1Y | +30.1% | +32.7% | -2.6% | +17.1% |
| 3Y | +66.7% | +102.7% | -36.1% | +27.8% |
| 5Y | +166.1% | +187.6% | -21.4% | +79.1% |
| 10Y | +353.7% | +420.1% | -66.4% | +140.5% |
| All | +11,139.7% | +9,964.6% | +1,175.1% | +3,642.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling