+12,784.0%
PCAR vs BDX
+6,211.0%
+6,573.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +3.8% | +7.3% | -3.5% | +1.1% |
| 30D | -2.0% | +15.7% | -17.7% | -7.2% |
| 3M | -19.1% | +19.1% | -38.1% | -24.3% |
| 6M | -6.8% | +44.1% | -50.9% | -19.3% |
| YTD | -2.5% | +42.1% | -44.5% | -15.3% |
| 1Y | +9.7% | +52.6% | -43.0% | -7.4% |
| 3Y | +34.0% | +22.6% | +11.4% | +20.6% |
| 5Y | +113.3% | +23.3% | +90.0% | +88.6% |
| 10Y | +278.2% | +84.8% | +193.4% | +174.4% |
| All | +12,784.0% | +6,211.0% | +6,573.0% | +2,574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling