+15,068.3%
PCAR vs BBWI
+1,034.6%
+14,033.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.6% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | -6.2% | -5.2% | -1.0% | -5.3% |
| 3M | +5.9% | +11.1% | -5.2% | +1.7% |
| 6M | +0.4% | -13.4% | +13.8% | +1.9% |
| YTD | +14.8% | +0.1% | +14.7% | +11.3% |
| 1Y | +30.1% | -36.1% | +66.2% | +40.2% |
| 3Y | +66.7% | -44.1% | +110.7% | +76.3% |
| 5Y | +166.1% | -66.2% | +232.4% | +205.7% |
| 10Y | +353.7% | -54.8% | +408.4% | +280.1% |
| All | +15,068.3% | +1,034.6% | +14,033.7% | +3,910.2% |
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