+294.0%
PCAR vs BB
+23.8%
+270.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -2.9% |
| 7D | +0.1% | +3.8% | -3.7% | -0.4% |
| 30D | -4.6% | -0.3% | -4.2% | -4.8% |
| 3M | -22.6% | -0.5% | -22.1% | -23.0% |
| 6M | -12.0% | +45.9% | -57.9% | -16.7% |
| YTD | -6.1% | +130.6% | -136.7% | -15.7% |
| 1Y | +6.3% | +89.2% | -82.9% | -2.7% |
| 3Y | +31.8% | +137.5% | -105.7% | +14.0% |
| 5Y | +104.2% | -20.9% | +125.1% | +93.0% |
| All | +294.0% | +23.8% | +270.2% | +208.5% |
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