+294.0%
PCAR vs BIL
+25.6%
+268.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.1% | -0.3% | +0.3% | 0.0% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | -22.6% | +0.6% | -23.2% | -22.7% |
| 6M | -12.0% | +1.5% | -13.5% | -12.1% |
| YTD | -6.1% | +2.8% | -8.8% | -7.0% |
| 1Y | +6.3% | +3.3% | +3.0% | +5.0% |
| 3Y | +31.8% | +13.5% | +18.3% | +19.3% |
| 5Y | +104.2% | +19.8% | +84.4% | +73.4% |
| All | +294.0% | +25.6% | +268.4% | +207.6% |
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