+287.1%
PCAR vs IT
+90.0%
+197.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +4.9% | +1.1% | +3.9% | +4.7% |
| 30D | -1.4% | -1.8% | +0.4% | -1.5% |
| 3M | -18.1% | +4.8% | -23.0% | -20.0% |
| 6M | -4.0% | +33.0% | -37.0% | -14.1% |
| YTD | -1.5% | -23.8% | +22.4% | +2.9% |
| 1Y | +13.2% | -16.5% | +29.7% | +14.4% |
| 3Y | +35.8% | -53.6% | +89.4% | +64.3% |
| 5Y | +114.6% | -42.1% | +156.8% | +133.6% |
| All | +287.1% | +90.0% | +197.1% | +146.5% |
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