+27.8%
PCAR vs BB
+102.8%
-75.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -7.7% | -12.4% | +4.6% | -6.7% |
| 3M | +3.7% | -15.3% | +19.0% | +3.9% |
| 6M | +2.3% | +128.8% | -126.5% | -10.7% |
| YTD | +12.8% | +107.7% | -94.9% | -0.4% |
| 1Y | +27.8% | +103.9% | -76.1% | +13.0% |
| All | +27.8% | +102.8% | -75.1% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling