+121.4%
BKR vs PCAR
+373.9%
-252.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.2% | -7.0% |
| 7D | -6.7% | -1.6% | -5.1% | -5.8% |
| 30D | -8.3% | -7.3% | -1.1% | -4.2% |
| 3M | -5.4% | +7.8% | -13.2% | -10.7% |
| 6M | +0.8% | +3.6% | -2.8% | -3.0% |
| YTD | +31.8% | +12.9% | +19.0% | +19.8% |
| 1Y | +28.6% | +27.3% | +1.3% | +7.3% |
| 3Y | +71.2% | +61.9% | +9.3% | +16.4% |
| 5Y | +179.2% | +164.2% | +15.1% | +27.9% |
| All | +121.4% | +373.9% | -252.4% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling