+367.9%
PCAR vs BG
+160.3%
+207.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | -6.9% | +10.3% | -17.2% | -9.4% |
| 3M | +2.1% | -1.9% | +4.0% | +2.1% |
| 6M | +1.6% | +5.2% | -3.7% | -0.8% |
| YTD | +12.2% | +41.2% | -28.9% | +0.9% |
| 1Y | +28.0% | +50.5% | -22.5% | +12.6% |
| 3Y | +61.0% | +19.9% | +41.1% | +48.3% |
| 5Y | +163.9% | +86.7% | +77.2% | +109.8% |
| 10Y | +367.9% | +167.5% | +200.4% | +208.3% |
| All | +367.9% | +160.3% | +207.6% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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