+293.0%
PCAR vs BAX
-35.6%
+328.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.0% |
| 7D | +2.9% | +9.0% | -6.1% | +0.5% |
| 30D | -2.1% | +8.5% | -10.6% | -4.5% |
| 3M | -20.4% | -4.1% | -16.3% | -19.7% |
| 6M | -7.0% | +46.9% | -53.9% | -17.5% |
| YTD | -2.6% | +38.4% | -41.0% | -12.9% |
| 1Y | +9.8% | +47.0% | -37.2% | -3.6% |
| 3Y | +37.3% | -14.9% | +52.2% | +36.3% |
| 5Y | +116.4% | -62.5% | +179.0% | +177.3% |
| 10Y | +293.0% | -33.9% | +326.9% | +327.0% |
| All | +293.0% | -35.6% | +328.6% | +327.0% |
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