+10.6%
PCAR vs ITW
+19.7%
-9.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | +2.1% | +0.5% | +1.6% | +1.8% |
| 30D | -1.2% | +7.7% | -8.9% | -6.7% |
| 3M | -18.6% | -1.3% | -17.3% | -17.7% |
| 6M | -5.1% | +15.5% | -20.6% | -15.8% |
| YTD | -1.8% | +18.6% | -20.4% | -16.2% |
| 1Y | +10.6% | +19.8% | -9.2% | -7.6% |
| All | +10.6% | +19.7% | -9.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling