+866.0%
BX vs PCAR
+410.8%
+455.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -2.1% |
| 7D | -2.8% | +2.2% | -5.0% | -4.3% |
| 30D | +7.3% | +0.3% | +7.0% | +7.0% |
| 3M | -16.3% | -17.9% | +1.6% | -4.4% |
| 6M | +2.5% | -3.4% | +5.9% | +4.1% |
| YTD | -17.6% | -0.1% | -17.5% | -19.1% |
| 1Y | -12.4% | +13.4% | -25.8% | -21.5% |
| 3Y | +36.2% | +37.2% | -1.0% | +4.4% |
| 5Y | +3.0% | +117.3% | -114.4% | -42.8% |
| 10Y | +680.0% | +295.0% | +385.0% | +170.7% |
| All | +866.0% | +410.8% | +455.2% | +108.3% |
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