+4,479.0%
PCAR vs IWD
+731.9%
+3,747.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | +1.6% |
| 7D | +2.2% | -0.9% | +3.1% | +3.3% |
| 30D | -4.4% | +2.6% | -7.0% | -7.4% |
| 3M | -21.4% | +1.2% | -22.7% | -22.6% |
| 6M | -7.3% | +12.1% | -19.4% | -19.2% |
| YTD | -3.8% | +24.1% | -27.9% | -25.7% |
| 1Y | +6.3% | +28.5% | -22.2% | -21.2% |
| 3Y | +34.4% | +79.5% | -45.1% | -33.2% |
| 5Y | +109.2% | +70.3% | +38.9% | +9.8% |
| 10Y | +312.9% | +212.5% | +100.3% | -2.7% |
| All | +4,479.0% | +731.9% | +3,747.1% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling