+106.6%
PCAR vs BEN
+19.4%
+87.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -4.2% |
| 7D | +0.1% | +6.6% | -6.5% | -2.4% |
| 30D | -4.6% | +3.8% | -8.4% | -6.1% |
| 3M | -22.6% | +0.2% | -22.8% | -22.8% |
| 6M | -12.0% | +10.4% | -22.4% | -15.6% |
| YTD | -6.1% | +46.2% | -52.3% | -19.7% |
| 1Y | +6.3% | +52.3% | -45.9% | -10.6% |
| 3Y | +31.8% | +65.9% | -34.1% | +3.4% |
| All | +106.6% | +19.4% | +87.2% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling