-12.7%
BA vs PCAR
+10.0%
-22.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -1.9% |
| 7D | -0.1% | +2.2% | -2.2% | -0.9% |
| 30D | -9.1% | -4.4% | -4.7% | -7.6% |
| 3M | -28.2% | -21.4% | -6.8% | -21.0% |
| 6M | -23.1% | -7.3% | -15.8% | -20.5% |
| YTD | -20.6% | -3.8% | -16.8% | -19.3% |
| 1Y | -12.7% | +6.3% | -19.0% | -13.8% |
| All | -12.7% | +10.0% | -22.7% | -13.8% |
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