+83.7%
BSX vs PCAR
+357.6%
-273.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.3% |
| 7D | -6.4% | 0.0% | -6.5% | -6.5% |
| 30D | -8.8% | -7.7% | -1.1% | -6.1% |
| 3M | -7.6% | +3.7% | -11.3% | -9.3% |
| 6M | -37.0% | +2.3% | -39.3% | -38.0% |
| YTD | -52.8% | +12.8% | -65.6% | -55.5% |
| 1Y | -58.4% | +27.8% | -86.2% | -62.8% |
| 3Y | -16.5% | +61.8% | -78.3% | -35.4% |
| 5Y | -1.2% | +168.2% | -169.4% | -42.0% |
| 10Y | +83.7% | +359.1% | -275.3% | -17.2% |
| All | +83.7% | +357.6% | -273.8% | -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 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