+55.5%
BKR vs PCAR
+288.5%
-233.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +3.8% | +4.9% | -1.2% | +0.8% |
| 30D | -10.3% | -1.4% | -8.9% | -9.9% |
| 3M | -21.7% | -18.1% | -3.6% | -12.1% |
| 6M | -23.8% | -4.0% | -19.8% | -23.3% |
| YTD | +10.3% | -1.5% | +11.7% | +8.2% |
| 1Y | +5.7% | +13.2% | -7.5% | -5.5% |
| 3Y | +52.6% | +35.8% | +16.8% | +15.5% |
| 5Y | +127.1% | +114.6% | +12.5% | +18.4% |
| All | +55.5% | +288.5% | -233.0% | -44.1% |
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