-4.6%
BA vs PCAR
+66.6%
-71.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.1% |
| 3M | -2.4% | +5.9% | -8.3% | -3.9% |
| 6M | -6.6% | +0.4% | -7.0% | -7.1% |
| YTD | -2.2% | +14.8% | -17.1% | -5.8% |
| 1Y | -8.0% | +30.1% | -38.1% | -14.0% |
| All | -4.6% | +66.6% | -71.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling