+115.2%
PCAR vs BAX
-64.2%
+179.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -1.4% | +4.1% | -5.5% | -2.4% |
| 3M | -18.1% | -4.5% | -13.6% | -17.5% |
| 6M | -4.0% | +49.2% | -53.2% | -12.9% |
| YTD | -1.5% | +35.2% | -36.7% | -9.2% |
| 1Y | +13.2% | +38.3% | -25.1% | +3.7% |
| 3Y | +35.8% | -19.0% | +54.8% | +36.1% |
| All | +115.2% | -64.2% | +179.5% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling