+37.3%
PCAR vs BG
+5.5%
+31.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.2% |
| 7D | +2.9% | +7.4% | -4.5% | +1.4% |
| 30D | -2.1% | -1.5% | -0.6% | -1.9% |
| 3M | -20.4% | -6.1% | -14.3% | -19.6% |
| 6M | -7.0% | -18.0% | +11.0% | -3.5% |
| YTD | -2.6% | +15.6% | -18.3% | -8.5% |
| 1Y | +9.8% | +9.6% | +0.2% | +4.7% |
| 3Y | +37.3% | +6.3% | +31.0% | +26.1% |
| All | +37.3% | +5.5% | +31.8% | +26.1% |
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