+668.0%
BE vs PCAR
+252.4%
+415.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.2% |
| 7D | +10.8% | +4.9% | +5.9% | +7.1% |
| 30D | -19.8% | -1.4% | -18.4% | -18.8% |
| 3M | -18.7% | -18.1% | -0.6% | -5.0% |
| 6M | -33.7% | -4.0% | -29.7% | -32.4% |
| YTD | +121.0% | -1.5% | +122.4% | +120.0% |
| 1Y | +85.4% | +13.2% | +72.2% | +63.3% |
| 3Y | +1,709.5% | +35.8% | +1,673.7% | +1,155.9% |
| 5Y | +462.2% | +114.6% | +347.6% | +150.0% |
| All | +668.0% | +252.4% | +415.5% | +134.4% |
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