+564.8%
BKR vs PCAR
+15,337.6%
-14,772.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | +3.3% | -6.2% | +9.6% | +5.9% |
| 3M | -3.6% | +5.9% | -9.5% | -6.3% |
| 6M | +5.0% | +0.4% | +4.6% | +4.0% |
| YTD | +40.9% | +14.8% | +26.1% | +32.1% |
| 1Y | +39.2% | +30.1% | +9.1% | +23.6% |
| 3Y | +83.7% | +66.7% | +17.1% | +45.7% |
| 5Y | +207.5% | +166.1% | +41.4% | +99.9% |
| 10Y | +136.3% | +353.7% | -217.3% | +27.1% |
| All | +564.8% | +15,337.6% | -14,772.8% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling