+263.2%
BAC vs PCAR
+296.2%
-33.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.8% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -7.7% | -4.6% | -3.1% | -5.0% |
| 3M | -21.2% | -22.6% | +1.4% | -7.6% |
| 6M | -6.8% | -12.0% | +5.1% | -0.3% |
| YTD | -8.7% | -6.1% | -2.6% | -7.3% |
| 1Y | -5.3% | +6.3% | -11.6% | -11.8% |
| 3Y | +87.4% | +31.8% | +55.7% | +41.5% |
| 5Y | +18.9% | +104.2% | -85.3% | -37.5% |
| All | +263.2% | +296.2% | -33.0% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling