+697.2%
BX vs PCAR
+363.2%
+334.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | +0.1% | -6.2% | +6.3% | +4.2% |
| 3M | +16.0% | +5.9% | +10.1% | +11.1% |
| 6M | +21.6% | +0.4% | +21.2% | +19.8% |
| YTD | -8.9% | +14.8% | -23.7% | -18.2% |
| 1Y | -16.6% | +30.1% | -46.7% | -31.6% |
| 3Y | +43.3% | +66.7% | -23.3% | -3.0% |
| 5Y | +25.7% | +166.1% | -140.4% | -38.2% |
| All | +697.2% | +363.2% | +334.0% | +169.7% |
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