+11,215.1%
PCAR vs IVZ
+1,117.8%
+10,097.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -6.2% | +4.0% | -10.2% | -7.7% |
| 3M | +5.9% | +18.2% | -12.3% | -1.1% |
| 6M | +0.4% | +32.8% | -32.4% | -10.7% |
| YTD | +14.8% | +28.7% | -13.9% | +2.9% |
| 1Y | +30.1% | +55.4% | -25.3% | +8.2% |
| 3Y | +66.7% | +135.2% | -68.6% | +13.8% |
| 5Y | +166.1% | +64.2% | +101.9% | +101.0% |
| 10Y | +353.7% | +64.6% | +289.1% | +206.9% |
| All | +11,215.1% | +1,117.8% | +10,097.3% | +3,668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling