+28.6%
BKR vs PCAR
+29.3%
-0.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.2% | -6.8% |
| 7D | -6.7% | -1.6% | -5.1% | -6.3% |
| 30D | -8.3% | -7.3% | -1.1% | -6.4% |
| 3M | -5.4% | +7.8% | -13.2% | -8.7% |
| 6M | +0.8% | +3.6% | -2.8% | -1.8% |
| YTD | +31.8% | +12.9% | +19.0% | +24.8% |
| 1Y | +28.6% | +27.3% | +1.3% | +17.2% |
| All | +28.6% | +29.3% | -0.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling