+367.2%
PCAR vs BAX
-34.3%
+401.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | -6.2% | -5.5% | -0.8% | -4.8% |
| 3M | +5.9% | +33.5% | -27.6% | -3.0% |
| 6M | +0.4% | +35.9% | -35.5% | -8.8% |
| YTD | +14.8% | +35.4% | -20.5% | +3.7% |
| 1Y | +30.1% | +9.8% | +20.3% | +23.8% |
| 3Y | +66.7% | -32.7% | +99.4% | +77.6% |
| 5Y | +166.1% | -65.6% | +231.7% | +250.8% |
| All | +367.2% | -34.3% | +401.5% | +402.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling