+509.3%
PCAR vs BAH
+886.2%
-376.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.4% |
| 30D | -6.2% | +2.0% | -8.2% | -6.9% |
| 3M | +5.9% | -7.6% | +13.5% | +7.6% |
| 6M | +0.4% | -5.7% | +6.1% | +0.7% |
| YTD | +14.8% | -11.7% | +26.6% | +16.1% |
| 1Y | +30.1% | -27.4% | +57.5% | +38.7% |
| 3Y | +66.7% | -32.5% | +99.2% | +74.4% |
| 5Y | +166.1% | -3.3% | +169.5% | +142.8% |
| 10Y | +353.7% | +186.0% | +167.7% | +181.7% |
| All | +509.3% | +886.2% | -376.9% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling