+1,536.0%
PCAR vs ITOT
+896.7%
+639.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -6.2% | 0.0% | -6.2% | -6.3% |
| 3M | +5.9% | +2.0% | +3.9% | +3.4% |
| 6M | +0.4% | +13.0% | -12.6% | -13.3% |
| YTD | +14.8% | +14.0% | +0.9% | -1.8% |
| 1Y | +30.1% | +19.9% | +10.2% | +4.5% |
| 3Y | +66.7% | +75.8% | -9.2% | -16.8% |
| 5Y | +166.1% | +73.8% | +92.3% | +30.5% |
| 10Y | +353.7% | +295.9% | +57.8% | -30.0% |
| All | +1,536.0% | +896.7% | +639.2% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling