+367.9%
PCAR vs IT
+88.4%
+279.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -0.2% | -9.1% | +8.9% | +2.2% |
| 30D | -6.9% | -12.2% | +5.3% | -4.0% |
| 3M | +2.1% | +7.8% | -5.7% | -1.8% |
| 6M | +1.6% | +2.0% | -0.4% | -1.9% |
| YTD | +12.2% | -32.7% | +45.0% | +22.0% |
| 1Y | +28.0% | -31.1% | +59.1% | +37.3% |
| 3Y | +61.0% | -52.1% | +113.1% | +90.8% |
| 5Y | +163.9% | -46.3% | +210.2% | +193.0% |
| 10Y | +367.9% | +91.4% | +276.6% | +217.5% |
| All | +367.9% | +88.4% | +279.5% | +217.5% |
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