+52.5%
BKR vs PCAR
+37.3%
+15.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.5% |
| 7D | -0.4% | +2.2% | -2.6% | -1.3% |
| 30D | -11.6% | +0.3% | -12.0% | -11.9% |
| 3M | -23.4% | -17.9% | -5.5% | -17.3% |
| 6M | -22.9% | -3.4% | -19.5% | -22.9% |
| YTD | +10.2% | -0.1% | +10.3% | +7.8% |
| 1Y | +2.5% | +13.4% | -10.9% | -5.5% |
| All | +52.5% | +37.3% | +15.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling