+35.4%
PCAR vs BAX
-18.2%
+53.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | -1.2% | +3.4% | -4.6% | -2.2% |
| 3M | -18.6% | -4.5% | -14.1% | -17.9% |
| 6M | -5.1% | +44.0% | -49.1% | -14.3% |
| YTD | -1.8% | +34.9% | -36.6% | -10.6% |
| 1Y | +10.6% | +37.9% | -27.3% | 0.0% |
| All | +35.4% | -18.2% | +53.6% | +33.6% |
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