+163.9%
PCAR vs ITW
+33.8%
+130.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.8% |
| 7D | -0.2% | -1.9% | +1.7% | +1.3% |
| 30D | -6.9% | -10.4% | +3.5% | +1.2% |
| 3M | +2.1% | +3.5% | -1.4% | -0.7% |
| 6M | +1.6% | -3.4% | +5.0% | +4.1% |
| YTD | +12.2% | +8.5% | +3.7% | +5.0% |
| 1Y | +28.0% | +3.2% | +24.8% | +24.3% |
| 3Y | +61.0% | +18.9% | +42.1% | +40.8% |
| 5Y | +163.9% | +35.0% | +128.9% | +98.3% |
| All | +163.9% | +33.8% | +130.1% | +98.3% |
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