+293.0%
PCAR vs BB
+33.0%
+259.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +3.1% |
| 7D | +2.9% | +15.0% | -12.1% | +1.4% |
| 30D | -2.1% | +3.5% | -5.6% | -2.7% |
| 3M | -20.4% | +2.7% | -23.0% | -21.0% |
| 6M | -7.0% | +44.7% | -51.7% | -11.9% |
| YTD | -2.6% | +143.3% | -145.9% | -13.1% |
| 1Y | +9.8% | +102.2% | -92.4% | -0.2% |
| 3Y | +37.3% | +156.1% | -118.9% | +17.8% |
| 5Y | +116.4% | -17.6% | +134.0% | +103.7% |
| 10Y | +293.0% | +29.0% | +264.0% | +205.8% |
| All | +293.0% | +33.0% | +259.9% | +205.8% |
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