+37.7%
PCAR vs BBWI
-22.8%
+60.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +2.2% | -7.7% | +9.9% | +3.4% |
| 30D | +0.3% | +24.8% | -24.4% | -3.0% |
| 3M | -17.9% | +16.2% | -34.1% | -20.1% |
| 6M | -3.4% | +15.8% | -19.2% | -6.5% |
| YTD | -0.1% | +11.4% | -11.5% | -3.3% |
| 1Y | +13.4% | +3.2% | +10.2% | +10.4% |
| All | +37.7% | -22.8% | +60.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling