+61.8%
PCAR vs BDX
-9.6%
+71.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.8% |
| 7D | 0.0% | -4.3% | +4.3% | +1.4% |
| 30D | -7.7% | +1.3% | -9.0% | -8.1% |
| 3M | +3.7% | +20.2% | -16.5% | -2.2% |
| 6M | +2.3% | +8.6% | -6.3% | -0.5% |
| YTD | +12.8% | +19.0% | -6.2% | +6.5% |
| 1Y | +27.8% | +21.2% | +6.6% | +19.9% |
| 3Y | +61.8% | -9.7% | +71.5% | +61.7% |
| All | +61.8% | -9.6% | +71.4% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling