+293.0%
PCAR vs BAH
+218.8%
+74.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +2.9% | -1.5% | +4.4% | +3.3% |
| 30D | -2.1% | +17.3% | -19.4% | -5.8% |
| 3M | -20.4% | +14.9% | -35.2% | -23.2% |
| 6M | -7.0% | +14.2% | -21.2% | -10.7% |
| YTD | -2.6% | +5.1% | -7.8% | -5.8% |
| 1Y | +9.8% | +2.1% | +7.7% | +6.9% |
| 3Y | +37.3% | -26.0% | +63.2% | +40.3% |
| 5Y | +116.4% | +9.0% | +107.5% | +90.8% |
| 10Y | +293.0% | +208.8% | +84.2% | +180.9% |
| All | +293.0% | +218.8% | +74.2% | +180.9% |
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