+1,072.4%
BAC vs PCAR
+12,836.9%
-11,764.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.1% | -2.8% |
| 7D | -2.7% | +2.2% | -4.9% | -3.8% |
| 30D | -8.0% | -4.4% | -3.6% | -5.9% |
| 3M | -20.9% | -21.4% | +0.5% | -10.4% |
| 6M | -5.4% | -7.3% | +2.0% | -2.4% |
| YTD | -8.1% | -3.8% | -4.3% | -7.6% |
| 1Y | -3.1% | +6.3% | -9.4% | -7.9% |
| 3Y | +88.1% | +34.4% | +53.8% | +53.5% |
| 5Y | +19.7% | +109.2% | -89.5% | -23.6% |
| 10Y | +275.9% | +312.9% | -37.0% | +69.3% |
| All | +1,072.4% | +12,836.9% | -11,764.5% | +58.2% |
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