+1,376.8%
BAC vs PCAR
+15,337.6%
-13,960.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.7% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | -0.9% | -6.2% | +5.3% | +2.4% |
| 3M | +16.3% | +5.9% | +10.4% | +12.1% |
| 6M | +26.0% | +0.4% | +25.6% | +24.4% |
| YTD | +15.2% | +14.8% | +0.4% | +5.6% |
| 1Y | +26.5% | +30.1% | -3.6% | +7.8% |
| 3Y | +132.4% | +66.7% | +65.8% | +69.1% |
| 5Y | +72.6% | +166.1% | -93.6% | -2.9% |
| 10Y | +389.7% | +353.7% | +36.1% | +109.8% |
| All | +1,376.8% | +15,337.6% | -13,960.7% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling