+295.0%
PCAR vs IT
+93.0%
+202.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.3% | +1.9% |
| 7D | +2.2% | -6.8% | +9.0% | +4.1% |
| 30D | +0.3% | -0.6% | +0.9% | -0.1% |
| 3M | -17.9% | +3.1% | -21.0% | -19.5% |
| 6M | -3.4% | +25.5% | -28.9% | -12.1% |
| YTD | -0.1% | -23.5% | +23.4% | +4.1% |
| 1Y | +13.4% | -16.6% | +30.1% | +14.7% |
| 3Y | +37.2% | -53.1% | +90.3% | +65.4% |
| 5Y | +117.3% | -41.4% | +158.8% | +135.6% |
| 10Y | +295.0% | +90.9% | +204.0% | +150.6% |
| All | +295.0% | +93.0% | +202.0% | +150.6% |
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