+641.7%
BE vs PCAR
+247.7%
+394.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.2% |
| 7D | -13.4% | +3.5% | -16.8% | -15.7% |
| 30D | -33.9% | -2.3% | -31.6% | -32.8% |
| 3M | -12.0% | -19.3% | +7.4% | +3.8% |
| 6M | -29.0% | -7.1% | -21.9% | -25.8% |
| YTD | +113.4% | -2.8% | +116.2% | +114.3% |
| 1Y | +33.2% | +9.3% | +23.9% | +20.9% |
| 3Y | +1,659.2% | +33.5% | +1,625.7% | +1,135.9% |
| 5Y | +461.4% | +112.6% | +348.7% | +150.8% |
| All | +641.7% | +247.7% | +394.0% | +128.4% |
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