+251.7%
BAC vs PCAR
+326.7%
-75.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | 0.0% |
| 7D | +2.0% | +2.9% | -0.9% | +0.2% |
| 30D | -6.9% | -2.1% | -4.8% | -5.8% |
| 3M | -19.6% | -20.4% | +0.8% | -7.5% |
| 6M | -0.5% | -7.0% | +6.5% | +2.8% |
| YTD | -6.6% | -2.6% | -4.0% | -7.4% |
| 1Y | -3.0% | +9.8% | -12.7% | -11.4% |
| 3Y | +97.3% | +37.3% | +60.0% | +45.2% |
| 5Y | +21.9% | +116.4% | -94.6% | -38.4% |
| 10Y | +251.7% | +293.0% | -41.3% | +13.1% |
| All | +251.7% | +326.7% | -75.0% | +13.1% |
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