+737.9%
BE vs PCAR
+257.3%
+480.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.4% | +10.5% | +11.0% |
| 7D | +4.5% | +2.2% | +2.3% | +3.3% |
| 30D | -20.1% | +0.3% | -20.5% | -20.4% |
| 3M | -0.8% | -17.9% | +17.1% | +15.5% |
| 6M | -26.2% | -3.4% | -22.8% | -25.1% |
| YTD | +141.1% | -0.1% | +141.2% | +137.3% |
| 1Y | +64.8% | +13.4% | +51.4% | +45.4% |
| 3Y | +1,887.4% | +37.2% | +1,850.2% | +1,268.6% |
| 5Y | +518.1% | +117.3% | +400.7% | +172.1% |
| All | +737.9% | +257.3% | +480.6% | +152.9% |
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