+64.8%
BE vs PCAR
+12.2%
+52.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.4% | +10.5% | +11.6% |
| 7D | +4.5% | +2.2% | +2.3% | +3.4% |
| 30D | -20.1% | +0.3% | -20.5% | -20.2% |
| 3M | -0.8% | -17.9% | +17.1% | +11.3% |
| 6M | -26.2% | -3.4% | -22.8% | -26.4% |
| YTD | +141.1% | -0.1% | +141.2% | +137.1% |
| 1Y | +64.8% | +13.4% | +51.4% | +65.0% |
| All | +64.8% | +12.2% | +52.7% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling