+359.1%
PCAR vs BIIB
-31.7%
+390.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.2% |
| 7D | 0.0% | -1.6% | +1.7% | +0.3% |
| 30D | -7.7% | +2.2% | -9.9% | -8.1% |
| 3M | +3.7% | +10.3% | -6.6% | +2.0% |
| 6M | +2.3% | +14.9% | -12.6% | -0.3% |
| YTD | +12.8% | +20.7% | -7.9% | +9.0% |
| 1Y | +27.8% | +50.3% | -22.6% | +19.4% |
| 3Y | +61.8% | -18.0% | +79.7% | +62.2% |
| 5Y | +168.2% | -33.9% | +202.1% | +171.7% |
| 10Y | +359.1% | -30.9% | +390.0% | +337.3% |
| All | +359.1% | -31.7% | +390.8% | +337.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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