+285.9%
PCAR vs ITW
+191.9%
+94.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | +2.1% | +0.5% | +1.6% | +1.8% |
| 30D | -1.2% | +7.7% | -8.9% | -6.5% |
| 3M | -18.6% | -1.3% | -17.3% | -17.9% |
| 6M | -5.1% | +15.5% | -20.6% | -14.7% |
| YTD | -1.8% | +18.6% | -20.4% | -13.7% |
| 1Y | +10.6% | +19.8% | -9.2% | -3.5% |
| 3Y | +34.9% | +32.5% | +2.4% | +9.4% |
| 5Y | +114.0% | +35.3% | +78.6% | +68.3% |
| All | +285.9% | +191.9% | +94.0% | +57.2% |
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