+287.1%
PCAR vs BG
+111.0%
+176.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +4.9% | +2.6% | +2.4% | +4.2% |
| 30D | -1.4% | -6.7% | +5.2% | +0.3% |
| 3M | -18.1% | -9.3% | -8.9% | -16.3% |
| 6M | -4.0% | -18.3% | +14.3% | +0.6% |
| YTD | -1.5% | +16.2% | -17.6% | -7.0% |
| 1Y | +13.2% | +7.6% | +5.6% | +9.2% |
| 3Y | +35.8% | +6.6% | +29.2% | +28.6% |
| 5Y | +114.6% | +22.2% | +92.4% | +90.9% |
| All | +287.1% | +111.0% | +176.1% | +160.2% |
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