+911.5%
BE vs PCAR
+310.7%
+600.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.2% |
| 7D | +20.0% | -0.5% | +20.5% | +20.5% |
| 30D | +7.9% | -6.2% | +14.1% | +13.7% |
| 3M | -13.2% | +5.9% | -19.1% | -17.6% |
| 6M | +53.5% | +0.4% | +53.1% | +51.8% |
| YTD | +191.0% | +14.8% | +176.2% | +157.8% |
| 1Y | +360.5% | +30.1% | +330.4% | +263.4% |
| 3Y | +1,568.0% | +66.7% | +1,501.4% | +878.1% |
| 5Y | +1,055.2% | +166.1% | +889.1% | +330.4% |
| All | +911.5% | +310.7% | +600.8% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling