+12.3%
PCAR vs BIYA
-99.9%
+112.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.7% |
| 7D | +2.9% | -7.8% | +10.7% | +2.9% |
| 30D | -2.1% | -38.5% | +36.4% | -2.4% |
| 3M | -20.4% | -59.5% | +39.2% | -20.6% |
| 6M | -7.0% | -89.2% | +82.2% | -7.2% |
| YTD | -2.6% | -97.1% | +94.5% | -1.3% |
| 1Y | +9.8% | -99.0% | +108.8% | +12.4% |
| All | +12.3% | -99.9% | +112.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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