+12,304.7%
PCAR vs BBWI
+1,142.2%
+11,162.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.8% | -1.5% |
| 7D | +0.1% | -6.2% | +6.3% | +1.8% |
| 30D | -4.6% | +19.9% | -24.5% | -9.5% |
| 3M | -22.6% | +7.1% | -29.7% | -25.0% |
| 6M | -12.0% | +13.7% | -25.6% | -17.0% |
| YTD | -6.1% | +9.6% | -15.7% | -11.9% |
| 1Y | +6.3% | -1.6% | +8.0% | +0.9% |
| 3Y | +31.8% | -25.9% | +57.7% | +27.9% |
| 5Y | +104.2% | -67.8% | +172.0% | +137.3% |
| 10Y | +302.9% | -43.5% | +346.4% | +212.0% |
| All | +12,304.7% | +1,142.2% | +11,162.5% | +3,073.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling