+70.4%
PCAR vs BIL
+14.1%
+56.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.3% |
| 30D | -6.2% | +0.3% | -6.6% | -5.4% |
| 3M | +5.9% | +0.9% | +4.9% | +8.4% |
| 6M | +0.4% | +1.8% | -1.4% | +3.1% |
| YTD | +14.8% | +2.4% | +12.4% | +18.2% |
| 1Y | +30.1% | +3.7% | +26.4% | +34.1% |
| All | +70.4% | +14.1% | +56.3% | +117.0% |
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