-39.3%
BE vs PCAR
-11.2%
-28.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.6% | -11.6% |
| 7D | -14.7% | +0.1% | -14.8% | -14.3% |
| 30D | -40.5% | -4.6% | -36.0% | -38.9% |
| 3M | -24.3% | -22.6% | -1.8% | -11.1% |
| 6M | -39.3% | -12.0% | -27.3% | -39.2% |
| All | -39.3% | -11.2% | -28.1% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling