+9,342.4%
PCAR vs IT
+6,105.9%
+3,236.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.3% |
| 7D | -0.5% | -6.0% | +5.5% | +1.0% |
| 30D | -6.2% | 0.0% | -6.2% | -6.5% |
| 3M | +5.9% | +13.1% | -7.2% | +0.8% |
| 6M | +0.4% | +11.7% | -11.3% | -5.2% |
| YTD | +14.8% | -26.1% | +40.9% | +19.4% |
| 1Y | +30.1% | -21.3% | +51.4% | +32.5% |
| 3Y | +66.7% | -46.7% | +113.4% | +84.5% |
| 5Y | +166.1% | -40.5% | +206.6% | +181.9% |
| 10Y | +353.7% | +103.9% | +249.8% | +235.5% |
| All | +9,342.4% | +6,105.9% | +3,236.6% | +3,535.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling