+5,364.1%
PCAR vs IWF
+727.1%
+4,637.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +0.5% | -1.0% | -1.0% |
| 30D | -6.2% | -0.4% | -5.8% | -6.0% |
| 3M | +5.9% | -2.6% | +8.5% | +8.0% |
| 6M | +0.4% | +9.1% | -8.7% | -8.7% |
| YTD | +14.8% | +4.5% | +10.3% | +8.7% |
| 1Y | +30.1% | +10.1% | +20.0% | +16.4% |
| 3Y | +66.7% | +77.6% | -11.0% | -11.4% |
| 5Y | +166.1% | +73.7% | +92.4% | +37.0% |
| 10Y | +353.7% | +411.5% | -57.9% | -37.6% |
| All | +5,364.1% | +727.1% | +4,637.1% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling