+294.0%
PCAR vs BAX
-36.8%
+330.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.6% |
| 7D | +0.1% | +12.1% | -12.1% | -3.1% |
| 30D | -4.6% | +7.6% | -12.2% | -6.7% |
| 3M | -22.6% | -4.5% | -18.1% | -21.9% |
| 6M | -12.0% | +52.0% | -64.0% | -22.6% |
| YTD | -6.1% | +35.1% | -41.2% | -15.4% |
| 1Y | +6.3% | +43.7% | -37.4% | -6.0% |
| 3Y | +31.8% | -20.9% | +52.7% | +33.7% |
| 5Y | +104.2% | -63.5% | +167.7% | +162.9% |
| All | +294.0% | -36.8% | +330.8% | +350.8% |
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