+287.1%
PCAR vs BBY
+288.1%
-1.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.9% | +4.5% | +0.5% | +3.6% |
| 30D | -1.4% | +16.8% | -18.2% | -5.9% |
| 3M | -18.1% | +23.2% | -41.3% | -23.3% |
| 6M | -4.0% | +91.9% | -95.9% | -21.6% |
| YTD | -1.5% | +61.6% | -63.1% | -15.8% |
| 1Y | +13.2% | +43.9% | -30.7% | 0.0% |
| 3Y | +35.8% | +88.6% | -52.9% | +6.8% |
| 5Y | +114.6% | -3.1% | +117.7% | +100.0% |
| All | +287.1% | +288.1% | -1.0% | +164.6% |
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