+113.3%
PCAR vs ITW
+38.4%
+75.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | +3.8% | +0.5% | +3.3% | +3.5% |
| 30D | -2.0% | +9.1% | -11.0% | -8.2% |
| 3M | -19.1% | -1.6% | -17.5% | -18.2% |
| 6M | -6.8% | +14.5% | -21.3% | -16.1% |
| YTD | -2.5% | +19.2% | -21.6% | -15.0% |
| 1Y | +9.7% | +20.9% | -11.3% | -5.5% |
| 3Y | +34.0% | +33.1% | +0.8% | +7.8% |
| 5Y | +113.3% | +38.2% | +75.1% | +58.9% |
| All | +113.3% | +38.4% | +75.0% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling