+27.3%
PCAR vs ITW
+4.0%
+23.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | -1.6% | -2.4% | +0.8% | +0.3% |
| 30D | -7.3% | -9.5% | +2.3% | +0.2% |
| 3M | +7.8% | +6.6% | +1.2% | +2.1% |
| 6M | +3.6% | -1.8% | +5.3% | +4.1% |
| YTD | +12.9% | +9.0% | +3.9% | +4.6% |
| 1Y | +27.3% | +3.6% | +23.7% | +22.9% |
| All | +27.3% | +4.0% | +23.2% | +22.9% |
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