+367.2%
PCAR vs IWD
+198.0%
+169.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.2% |
| 30D | -6.2% | +0.6% | -6.8% | -6.8% |
| 3M | +5.9% | +7.2% | -1.3% | -1.2% |
| 6M | +0.4% | +16.2% | -15.8% | -13.5% |
| YTD | +14.8% | +23.3% | -8.5% | -6.6% |
| 1Y | +30.1% | +29.6% | +0.5% | +0.9% |
| 3Y | +66.7% | +70.5% | -3.8% | -0.3% |
| 5Y | +166.1% | +73.5% | +92.7% | +56.5% |
| All | +367.2% | +198.0% | +169.2% | +53.2% |
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