+12.2%
PCAR vs BAX
+46.0%
-33.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | +0.1% | +3.1% |
| 7D | +3.7% | +4.1% | -0.4% | +2.5% |
| 30D | -2.9% | +9.4% | -12.3% | -5.3% |
| 3M | -21.7% | -6.5% | -15.2% | -20.4% |
| 6M | -6.6% | +59.6% | -66.2% | -19.7% |
| YTD | -2.2% | +38.9% | -41.1% | -14.3% |
| 1Y | +12.2% | +48.0% | -35.8% | -4.3% |
| All | +12.2% | +46.0% | -33.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling