+278.2%
PCAR vs BIL
+25.7%
+252.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -2.0% | 0.0% | -1.9% | -2.0% |
| 3M | -19.1% | +0.6% | -19.7% | -19.4% |
| 6M | -6.8% | +1.5% | -8.3% | -7.6% |
| YTD | -2.5% | +2.8% | -5.3% | -4.5% |
| 1Y | +9.7% | +3.3% | +6.3% | +6.8% |
| 3Y | +34.0% | +13.4% | +20.5% | +14.1% |
| 5Y | +113.3% | +19.8% | +93.5% | +64.0% |
| 10Y | +278.2% | +25.7% | +252.5% | +142.8% |
| All | +278.2% | +25.7% | +252.5% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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