+233.0%
BAC vs PCAR
+290.1%
-57.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.5% |
| 7D | -1.9% | +2.2% | -4.1% | -3.2% |
| 30D | -7.2% | +0.3% | -7.5% | -7.5% |
| 3M | -20.4% | -17.9% | -2.5% | -10.2% |
| 6M | +1.3% | -3.4% | +4.7% | +2.1% |
| YTD | -6.4% | -0.1% | -6.3% | -8.7% |
| 1Y | -3.5% | +13.4% | -16.9% | -13.8% |
| 3Y | +96.7% | +37.2% | +59.5% | +45.2% |
| 5Y | +20.6% | +117.3% | -96.8% | -39.0% |
| 10Y | +233.0% | +295.0% | -61.9% | +5.7% |
| All | +233.0% | +290.1% | -57.1% | +5.7% |
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