+276.9%
PCAR vs BAH
+210.6%
+66.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | -2.3% | +18.2% | -20.5% | -6.2% |
| 3M | -19.3% | +13.1% | -32.4% | -21.9% |
| 6M | -7.1% | +15.2% | -22.3% | -11.0% |
| YTD | -2.8% | +6.0% | -8.8% | -6.1% |
| 1Y | +9.3% | +3.1% | +6.2% | +6.1% |
| 3Y | +33.5% | -26.2% | +59.7% | +36.7% |
| 5Y | +112.6% | +9.3% | +103.3% | +87.4% |
| 10Y | +276.9% | +212.3% | +64.7% | +165.0% |
| All | +276.9% | +210.6% | +66.3% | +165.0% |
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