+409.1%
PCAR vs BIL
+30.3%
+378.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | +2.2% | -0.3% | +2.4% | +0.9% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | -21.4% | +0.3% | -21.7% | -20.2% |
| 6M | -7.3% | +1.2% | -8.5% | -1.6% |
| YTD | -3.8% | +2.4% | -6.2% | +8.4% |
| 1Y | +6.3% | +3.0% | +3.3% | +23.3% |
| 3Y | +34.4% | +13.1% | +21.2% | +150.6% |
| 5Y | +109.2% | +19.4% | +89.8% | +421.1% |
| 10Y | +312.9% | +25.2% | +287.7% | +1,244.0% |
| All | +409.1% | +30.3% | +378.8% | +1,693.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling