+61.8%
PCAR vs IVZ
+140.4%
-78.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -7.7% | +3.1% | -10.8% | -8.6% |
| 3M | +3.7% | +18.2% | -14.5% | -1.7% |
| 6M | +2.3% | +38.6% | -36.3% | -7.9% |
| YTD | +12.8% | +25.9% | -13.1% | +4.2% |
| 1Y | +27.8% | +51.7% | -23.9% | +11.4% |
| 3Y | +61.8% | +138.7% | -76.9% | +16.9% |
| All | +61.8% | +140.4% | -78.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling