+295.0%
PCAR vs BAH
+211.3%
+83.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +2.2% | -1.6% | +3.8% | +2.6% |
| 30D | +0.3% | +18.0% | -17.7% | -3.6% |
| 3M | -17.9% | +11.4% | -29.4% | -20.3% |
| 6M | -3.4% | +17.7% | -21.1% | -7.9% |
| YTD | -0.1% | +5.4% | -5.5% | -3.4% |
| 1Y | +13.4% | +2.8% | +10.7% | +10.2% |
| 3Y | +37.2% | -26.7% | +63.9% | +40.7% |
| 5Y | +117.3% | +8.1% | +109.3% | +92.0% |
| 10Y | +295.0% | +202.5% | +92.4% | +165.7% |
| All | +295.0% | +211.3% | +83.6% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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