+19.7%
BAC vs PCAR
+108.5%
-88.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.1% | -2.9% |
| 7D | -2.7% | +2.2% | -4.9% | -3.6% |
| 30D | -8.0% | -4.4% | -3.6% | -6.1% |
| 3M | -20.9% | -21.4% | +0.5% | -11.6% |
| 6M | -5.4% | -7.3% | +2.0% | -2.8% |
| YTD | -8.1% | -3.8% | -4.3% | -8.1% |
| 1Y | -3.1% | +6.3% | -9.4% | -8.2% |
| 3Y | +88.1% | +34.4% | +53.8% | +47.3% |
| 5Y | +19.7% | +109.2% | -89.5% | -33.8% |
| All | +19.7% | +108.5% | -88.8% | -33.8% |
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