-4.7%
BAC vs PCAR
+11.4%
-16.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.2% |
| 7D | +1.5% | +2.1% | -0.6% | +0.8% |
| 30D | -6.4% | -1.2% | -5.2% | -6.2% |
| 3M | -21.7% | -18.6% | -3.1% | -17.2% |
| 6M | +0.5% | -5.1% | +5.6% | +1.3% |
| YTD | -6.7% | -1.8% | -4.9% | -8.3% |
| 1Y | -4.7% | +10.6% | -15.3% | -9.7% |
| All | -4.7% | +11.4% | -16.0% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling