+361.8%
PCAR vs BBY
+242.2%
+119.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -1.6% | +0.7% | -2.2% | -1.8% |
| 30D | -7.3% | +5.8% | -13.0% | -9.0% |
| 3M | +7.8% | +18.0% | -10.2% | +2.4% |
| 6M | +3.6% | +39.8% | -36.3% | -7.2% |
| YTD | +12.9% | +35.4% | -22.5% | +1.7% |
| 1Y | +27.3% | +21.4% | +5.9% | +18.1% |
| 3Y | +61.9% | +39.5% | +22.4% | +39.4% |
| 5Y | +164.2% | -0.5% | +164.6% | +143.1% |
| All | +361.8% | +242.2% | +119.7% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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