+3,561.6%
PCAR vs BG
+1,131.5%
+2,430.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | -0.5% | +2.8% | -3.3% | -1.5% |
| 30D | -6.2% | +12.0% | -18.3% | -9.9% |
| 3M | +5.9% | -7.7% | +13.6% | +8.0% |
| 6M | +0.4% | +4.5% | -4.1% | -2.3% |
| YTD | +14.8% | +35.7% | -20.9% | +2.3% |
| 1Y | +30.1% | +50.1% | -20.0% | +11.5% |
| 3Y | +66.7% | +12.6% | +54.0% | +54.3% |
| 5Y | +166.1% | +75.4% | +90.7% | +106.1% |
| 10Y | +353.7% | +150.5% | +203.2% | +186.5% |
| All | +3,561.6% | +1,131.5% | +2,430.1% | +1,432.9% |
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