+67.6%
PCAR vs BG
+16.9%
+50.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | -0.5% | +2.8% | -3.3% | -1.2% |
| 30D | -6.2% | +12.0% | -18.3% | -8.7% |
| 3M | +5.9% | -7.7% | +13.6% | +7.5% |
| 6M | +0.4% | +4.5% | -4.1% | -1.7% |
| YTD | +14.8% | +35.7% | -20.9% | +4.7% |
| 1Y | +30.1% | +50.1% | -20.0% | +15.0% |
| All | +67.6% | +16.9% | +50.7% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling