-8.0%
BA vs PCAR
+32.4%
-40.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -11.6% | -6.2% | -5.4% | -9.5% |
| 3M | -2.4% | +5.9% | -8.3% | -4.3% |
| 6M | -6.6% | +0.4% | -7.0% | -8.1% |
| YTD | -2.2% | +14.8% | -17.1% | -7.3% |
| 1Y | -8.0% | +30.1% | -38.1% | -15.4% |
| All | -8.0% | +32.4% | -40.4% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling