+203.6%
BKR vs PCAR
+165.3%
+38.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -0.7% | -6.9% | +6.2% | +2.3% |
| 3M | +0.5% | +2.1% | -1.6% | -1.2% |
| 6M | +6.6% | +1.6% | +5.1% | +4.8% |
| YTD | +41.3% | +12.2% | +29.0% | +32.5% |
| 1Y | +42.2% | +28.0% | +14.2% | +25.1% |
| 3Y | +83.4% | +61.0% | +22.5% | +42.4% |
| 5Y | +203.6% | +163.9% | +39.7% | +82.1% |
| All | +203.6% | +165.3% | +38.3% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling