+115.2%
PCAR vs IWD
+72.9%
+42.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +4.9% | +2.3% | +2.7% | +2.4% |
| 30D | -1.4% | +3.6% | -5.0% | -5.2% |
| 3M | -18.1% | +2.2% | -20.3% | -20.0% |
| 6M | -4.0% | +13.0% | -17.0% | -15.9% |
| YTD | -1.5% | +26.5% | -28.0% | -23.5% |
| 1Y | +13.2% | +30.1% | -17.0% | -14.7% |
| 3Y | +35.8% | +84.9% | -49.1% | -27.5% |
| All | +115.2% | +72.9% | +42.3% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling