+106.6%
PCAR vs BAH
+8.3%
+98.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -1.7% |
| 7D | +0.1% | -3.5% | +3.6% | +0.6% |
| 30D | -4.6% | +24.3% | -28.8% | -7.9% |
| 3M | -22.6% | +16.3% | -38.9% | -24.6% |
| 6M | -12.0% | +13.6% | -25.6% | -14.2% |
| YTD | -6.1% | +3.5% | -9.6% | -7.9% |
| 1Y | +6.3% | +2.7% | +3.6% | +4.3% |
| 3Y | +31.8% | -26.6% | +58.4% | +33.3% |
| All | +106.6% | +8.3% | +98.4% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling