+4,532.9%
PCAR vs IWF
+671.5%
+3,861.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +0.8% |
| 7D | +2.9% | -1.0% | +4.0% | +3.6% |
| 30D | -2.1% | -10.1% | +7.9% | +7.8% |
| 3M | -20.4% | -7.6% | -12.7% | -14.9% |
| 6M | -7.0% | -6.7% | -0.2% | -2.1% |
| YTD | -2.6% | -2.5% | -0.1% | -2.3% |
| 1Y | +9.8% | -2.1% | +11.8% | +9.4% |
| 3Y | +37.3% | +68.6% | -31.4% | -24.0% |
| 5Y | +116.4% | +55.8% | +60.6% | +23.4% |
| 10Y | +293.0% | +383.3% | -90.3% | -43.6% |
| All | +4,532.9% | +671.5% | +3,861.5% | +196.7% |
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 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