+1,683.6%
BE vs PCAR
+36.1%
+1,647.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.7% | +8.2% | +10.1% |
| 7D | -1.2% | +2.9% | -4.1% | -2.6% |
| 30D | -30.9% | -2.1% | -28.7% | -30.2% |
| 3M | -11.6% | -20.4% | +8.8% | -1.0% |
| 6M | -25.7% | -7.0% | -18.8% | -23.7% |
| YTD | +123.1% | -2.6% | +125.8% | +125.1% |
| 1Y | +43.4% | +9.8% | +33.6% | +36.9% |
| 3Y | +1,683.6% | +37.3% | +1,646.4% | +889.8% |
| All | +1,683.6% | +36.1% | +1,647.5% | +889.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling