+293.0%
PCAR vs IT
+96.9%
+196.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +2.9% | -18.8% | +21.7% | +8.3% |
| 30D | -2.1% | -0.1% | -2.1% | -2.7% |
| 3M | -20.4% | +2.9% | -23.3% | -21.9% |
| 6M | -7.0% | +20.4% | -27.4% | -14.3% |
| YTD | -2.6% | -24.3% | +21.6% | +1.8% |
| 1Y | +9.8% | -17.2% | +26.9% | +11.2% |
| 3Y | +37.3% | -52.4% | +89.7% | +64.4% |
| 5Y | +116.4% | -43.7% | +160.2% | +137.7% |
| 10Y | +293.0% | +90.3% | +202.7% | +151.8% |
| All | +293.0% | +96.9% | +196.0% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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