+593.0%
BE vs PCAR
+235.8%
+357.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +5.3% |
| 7D | -14.7% | +0.1% | -14.8% | -15.0% |
| 30D | -40.5% | -4.6% | -36.0% | -38.7% |
| 3M | -24.3% | -22.6% | -1.8% | -8.0% |
| 6M | -39.3% | -12.0% | -27.3% | -33.9% |
| YTD | +99.4% | -6.1% | +105.5% | +105.3% |
| 1Y | +26.6% | +6.3% | +20.3% | +17.2% |
| 3Y | +1,616.9% | +31.8% | +1,585.2% | +1,109.2% |
| 5Y | +441.4% | +104.2% | +337.2% | +149.1% |
| All | +593.0% | +235.8% | +357.1% | +118.8% |
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 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