+37.3%
PCAR vs BIL
+13.4%
+23.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.9% | +0.1% | +2.8% | +3.0% |
| 30D | -2.1% | 0.0% | -2.1% | -2.3% |
| 3M | -20.4% | +0.6% | -21.0% | -20.1% |
| 6M | -7.0% | +1.5% | -8.5% | -6.1% |
| YTD | -2.6% | +2.8% | -5.4% | -3.4% |
| 1Y | +9.8% | +3.3% | +6.4% | +7.8% |
| 3Y | +37.3% | +13.4% | +23.8% | +2.4% |
| All | +37.3% | +13.4% | +23.8% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling