+1,886.1%
BE vs PCAR
+36.4%
+1,849.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -8.3% |
| 7D | -12.1% | +3.7% | -15.8% | -13.8% |
| 30D | -30.1% | -2.9% | -27.2% | -29.3% |
| 3M | -12.1% | -21.7% | +9.6% | -1.0% |
| 6M | -30.6% | -6.6% | -23.9% | -28.9% |
| YTD | +130.6% | -2.2% | +132.9% | +131.8% |
| 1Y | +55.3% | +12.2% | +43.1% | +46.8% |
| All | +1,886.1% | +36.4% | +1,849.8% | +1,091.4% |
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 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