+361.8%
PCAR vs BDX
+58.0%
+303.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.2% |
| 7D | -1.6% | -5.4% | +3.9% | +0.2% |
| 30D | -7.3% | -2.2% | -5.1% | -6.7% |
| 3M | +7.8% | +20.1% | -12.3% | +1.2% |
| 6M | +3.6% | +9.1% | -5.5% | +0.2% |
| YTD | +12.9% | +17.9% | -5.0% | +6.3% |
| 1Y | +27.3% | +22.1% | +5.2% | +18.5% |
| 3Y | +61.9% | -10.5% | +72.4% | +63.8% |
| 5Y | +164.2% | -2.6% | +166.7% | +156.6% |
| All | +361.8% | +58.0% | +303.8% | +298.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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