+3,032.5%
PCAR vs BG
+937.2%
+2,095.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.1% | +1.5% | +0.6% | +1.6% |
| 30D | -1.2% | -7.0% | +5.8% | +1.1% |
| 3M | -18.6% | -10.0% | -8.6% | -16.1% |
| 6M | -5.1% | -19.8% | +14.7% | +1.0% |
| YTD | -1.8% | +14.3% | -16.0% | -7.6% |
| 1Y | +10.6% | +6.5% | +4.2% | +6.5% |
| 3Y | +34.9% | +4.4% | +30.6% | +27.8% |
| 5Y | +114.0% | +20.2% | +93.8% | +88.0% |
| 10Y | +288.4% | +108.5% | +179.9% | +161.1% |
| All | +3,032.5% | +937.2% | +2,095.4% | +1,284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling