+37.7%
PCAR vs ITOT
+79.2%
-41.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.3% |
| 7D | +2.2% | -0.8% | +3.0% | +2.8% |
| 30D | +0.3% | -2.0% | +2.4% | +2.0% |
| 3M | -17.9% | -1.5% | -16.4% | -17.0% |
| 6M | -3.4% | +3.3% | -6.7% | -6.4% |
| YTD | -0.1% | +12.5% | -12.6% | -10.3% |
| 1Y | +13.4% | +12.6% | +0.8% | +1.7% |
| All | +37.7% | +79.2% | -41.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling