+361.8%
PCAR vs ITW
+191.6%
+170.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | -1.6% | -2.4% | +0.8% | +0.2% |
| 30D | -7.3% | -9.5% | +2.3% | -0.2% |
| 3M | +7.8% | +6.6% | +1.2% | +2.7% |
| 6M | +3.6% | -1.8% | +5.3% | +4.8% |
| YTD | +12.9% | +9.0% | +3.9% | +5.7% |
| 1Y | +27.3% | +3.6% | +23.7% | +23.6% |
| 3Y | +61.9% | +19.4% | +42.4% | +41.7% |
| 5Y | +164.2% | +36.4% | +127.8% | +107.1% |
| All | +361.8% | +191.6% | +170.3% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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