+117.3%
PCAR vs ITOT
+66.6%
+50.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.8% |
| 30D | +0.3% | -2.0% | +2.4% | +1.9% |
| 3M | -17.9% | -1.5% | -16.4% | -17.0% |
| 6M | -3.4% | +3.3% | -6.7% | -6.1% |
| YTD | -0.1% | +12.5% | -12.6% | -9.3% |
| 1Y | +13.4% | +12.6% | +0.8% | +2.9% |
| 3Y | +37.2% | +78.6% | -41.4% | -13.0% |
| 5Y | +117.3% | +67.0% | +50.3% | +39.4% |
| All | +117.3% | +66.6% | +50.8% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling