+967.7%
BX vs PCAR
+487.1%
+480.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.4% | -0.5% | -3.9% | -4.0% |
| 30D | +0.1% | -6.2% | +6.3% | +4.5% |
| 3M | +16.0% | +5.9% | +10.1% | +10.9% |
| 6M | +21.6% | +0.4% | +21.2% | +19.6% |
| YTD | -8.9% | +14.8% | -23.7% | -18.6% |
| 1Y | -16.6% | +30.1% | -46.7% | -32.1% |
| 3Y | +43.3% | +66.7% | -23.3% | -3.9% |
| 5Y | +25.7% | +166.1% | -140.4% | -39.3% |
| 10Y | +689.5% | +353.7% | +335.8% | +148.7% |
| All | +967.7% | +487.1% | +480.6% | +109.6% |
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