+287.1%
PCAR vs ITW
+192.7%
+94.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +4.9% | +2.3% | +2.6% | +3.2% |
| 30D | -1.4% | +6.7% | -8.1% | -6.0% |
| 3M | -18.1% | -0.5% | -17.6% | -17.9% |
| 6M | -4.0% | +16.4% | -20.4% | -14.3% |
| YTD | -1.5% | +19.0% | -20.4% | -13.6% |
| 1Y | +13.2% | +20.2% | -7.0% | -1.5% |
| 3Y | +35.8% | +33.1% | +2.7% | +9.7% |
| 5Y | +114.6% | +35.7% | +78.9% | +68.5% |
| All | +287.1% | +192.7% | +94.4% | +57.4% |
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