+846.1%
BX vs PCAR
+380.2%
+465.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +7.9% | -4.6% | +12.4% | +11.3% |
| 3M | -9.6% | -22.6% | +13.0% | +7.5% |
| 6M | -2.3% | -12.0% | +9.7% | +5.8% |
| YTD | -19.3% | -6.1% | -13.2% | -17.3% |
| 1Y | -13.2% | +6.3% | -19.6% | -18.8% |
| 3Y | +33.8% | +31.8% | +2.0% | +5.4% |
| 5Y | 0.0% | +104.2% | -104.2% | -42.1% |
| 10Y | +685.4% | +302.9% | +382.4% | +168.1% |
| All | +846.1% | +380.2% | +465.9% | +112.9% |
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