+31.8%
PCAR vs BAH
-26.3%
+58.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -2.0% |
| 7D | +0.1% | -3.5% | +3.6% | +0.4% |
| 30D | -4.6% | +24.3% | -28.8% | -6.8% |
| 3M | -22.6% | +16.3% | -38.9% | -23.9% |
| 6M | -12.0% | +13.6% | -25.6% | -13.4% |
| YTD | -6.1% | +3.5% | -9.6% | -7.2% |
| 1Y | +6.3% | +2.7% | +3.6% | +5.0% |
| 3Y | +31.8% | -26.6% | +58.4% | +33.0% |
| All | +31.8% | -26.3% | +58.1% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling