-10.6%
BA vs PCAR
+34.2%
-44.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.1% |
| 7D | -0.1% | +2.2% | -2.2% | -0.7% |
| 30D | -9.1% | -4.4% | -4.7% | -8.0% |
| 3M | -28.2% | -21.4% | -6.8% | -23.1% |
| 6M | -23.1% | -7.3% | -15.8% | -21.3% |
| YTD | -20.6% | -3.8% | -16.8% | -19.6% |
| 1Y | -12.7% | +6.3% | -19.0% | -13.7% |
| All | -10.6% | +34.2% | -44.8% | -15.6% |
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