-20.4%
BA vs PCAR
+118.9%
-139.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | -0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -2.4% |
| 30D | -7.9% | +0.3% | -8.2% | -8.1% |
| 3M | -25.2% | -17.9% | -7.2% | -18.5% |
| 6M | -26.7% | -3.4% | -23.3% | -25.9% |
| YTD | -19.6% | -0.1% | -19.5% | -20.3% |
| 1Y | -10.6% | +13.4% | -24.0% | -16.4% |
| 3Y | -11.2% | +37.2% | -48.4% | -31.7% |
| 5Y | -20.4% | +117.3% | -137.8% | -60.0% |
| All | -20.4% | +118.9% | -139.3% | -60.0% |
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