+367.2%
PCAR vs BIL
+25.2%
+342.0%
-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% | +0.1% | +0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -6.2% | +0.3% | -6.6% | -6.2% |
| 3M | +5.9% | +0.9% | +4.9% | +5.8% |
| 6M | +0.4% | +1.8% | -1.4% | -0.1% |
| YTD | +14.8% | +2.4% | +12.4% | +13.8% |
| 1Y | +30.1% | +3.7% | +26.4% | +28.1% |
| 3Y | +66.6% | +14.2% | +52.5% | +49.9% |
| 5Y | +166.1% | +19.4% | +146.7% | +126.4% |
| All | +367.2% | +25.2% | +342.0% | +267.1% |
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