+367.9%
PCAR vs IWF
+412.6%
-44.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | -0.2% | +0.5% | -0.7% | -0.5% |
| 30D | -6.9% | -1.4% | -5.5% | -6.1% |
| 3M | +2.1% | +0.4% | +1.7% | +1.6% |
| 6M | +1.6% | +8.5% | -6.9% | -3.9% |
| YTD | +12.2% | +3.7% | +8.6% | +9.1% |
| 1Y | +28.0% | +8.5% | +19.6% | +20.6% |
| 3Y | +61.0% | +78.5% | -17.6% | +7.2% |
| 5Y | +163.9% | +73.6% | +90.3% | +75.4% |
| 10Y | +367.9% | +421.3% | -53.4% | +7.7% |
| All | +367.9% | +412.6% | -44.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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