+295.0%
PCAR vs BG
+100.9%
+194.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +2.2% |
| 7D | +2.2% | +3.4% | -1.2% | +1.3% |
| 30D | +0.3% | -3.8% | +4.1% | +1.3% |
| 3M | -17.9% | -9.6% | -8.3% | -16.0% |
| 6M | -3.4% | -19.5% | +16.1% | +1.6% |
| YTD | -0.1% | +14.6% | -14.7% | -5.4% |
| 1Y | +13.4% | +6.6% | +6.8% | +9.6% |
| 3Y | +37.2% | +4.7% | +32.5% | +30.6% |
| 5Y | +117.3% | +22.1% | +95.3% | +93.4% |
| 10Y | +295.0% | +109.2% | +185.8% | +162.2% |
| All | +295.0% | +100.9% | +194.1% | +162.2% |
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