+293.0%
PCAR vs IWD
+212.1%
+80.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +1.6% |
| 7D | +2.9% | +1.3% | +1.7% | +1.7% |
| 30D | -2.1% | +3.6% | -5.7% | -5.5% |
| 3M | -20.4% | +2.3% | -22.7% | -22.2% |
| 6M | -7.0% | +13.0% | -20.0% | -17.6% |
| YTD | -2.6% | +26.2% | -28.8% | -22.6% |
| 1Y | +9.8% | +30.5% | -20.7% | -15.5% |
| 3Y | +37.3% | +86.2% | -49.0% | -24.6% |
| 5Y | +116.4% | +72.9% | +43.6% | +27.6% |
| 10Y | +293.0% | +205.0% | +87.9% | +11.0% |
| All | +293.0% | +212.1% | +80.9% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling