+285.9%
PCAR vs BBY
+285.7%
+0.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | +2.1% | +4.0% | -1.9% | +0.9% |
| 30D | -1.2% | +17.6% | -18.8% | -5.9% |
| 3M | -18.6% | +25.9% | -44.5% | -24.2% |
| 6M | -5.1% | +85.1% | -90.2% | -21.7% |
| YTD | -1.8% | +60.6% | -62.4% | -15.9% |
| 1Y | +10.6% | +40.2% | -29.5% | -1.5% |
| 3Y | +34.9% | +86.6% | -51.7% | +6.5% |
| 5Y | +114.0% | -3.7% | +117.7% | +99.7% |
| All | +285.9% | +285.7% | +0.2% | +164.3% |
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