-0.9%
BA vs PCAR
+168.1%
-169.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -11.6% | -6.2% | -5.4% | -9.1% |
| 3M | -2.4% | +5.9% | -8.3% | -5.0% |
| 6M | -6.6% | +0.4% | -7.0% | -7.2% |
| YTD | -2.2% | +14.8% | -17.1% | -8.7% |
| 1Y | -8.0% | +30.1% | -38.1% | -19.1% |
| 3Y | -5.0% | +66.7% | -71.6% | -33.5% |
| All | -0.9% | +168.1% | -169.0% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling