+367.2%
PCAR vs BB
-0.1%
+367.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -5.6% | +5.1% | +0.1% |
| 30D | -6.2% | -11.8% | +5.6% | -5.1% |
| 3M | +5.9% | -25.5% | +31.4% | +8.3% |
| 6M | +0.4% | +121.3% | -120.9% | -9.1% |
| YTD | +14.8% | +103.2% | -88.3% | +4.8% |
| 1Y | +30.1% | +102.6% | -72.5% | +18.4% |
| 3Y | +66.7% | +37.5% | +29.2% | +52.7% |
| 5Y | +166.1% | -30.4% | +196.6% | +155.3% |
| All | +367.2% | -0.1% | +367.4% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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