+67.6%
PCAR vs BAX
-31.1%
+98.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.0% |
| 3M | +5.9% | +33.5% | -27.6% | -1.7% |
| 6M | +0.4% | +35.9% | -35.5% | -7.5% |
| YTD | +14.8% | +35.4% | -20.5% | +5.3% |
| 1Y | +30.1% | +9.8% | +20.3% | +24.2% |
| All | +67.6% | -31.1% | +98.7% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling