+701.6%
BE vs PCAR
+249.6%
+452.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -9.5% |
| 7D | -12.1% | +3.7% | -15.8% | -14.9% |
| 30D | -30.1% | -2.9% | -27.2% | -29.0% |
| 3M | -12.1% | -21.7% | +9.6% | +5.7% |
| 6M | -30.6% | -6.6% | -23.9% | -28.0% |
| YTD | +130.6% | -2.2% | +132.9% | +129.9% |
| 1Y | +55.3% | +12.2% | +43.1% | +37.8% |
| 3Y | +1,755.6% | +36.5% | +1,719.0% | +1,171.0% |
| 5Y | +564.5% | +113.5% | +450.9% | +194.5% |
| All | +701.6% | +249.6% | +452.0% | +145.0% |
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