+361.8%
PCAR vs BLK
+277.4%
+84.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -1.6% | -5.2% | +3.6% | +1.2% |
| 30D | -7.3% | -7.0% | -0.2% | -3.8% |
| 3M | +7.8% | +5.7% | +2.2% | +4.2% |
| 6M | +3.6% | +11.0% | -7.4% | -2.7% |
| YTD | +12.9% | +0.9% | +12.0% | +10.9% |
| 1Y | +27.3% | -1.6% | +28.9% | +26.5% |
| 3Y | +61.9% | +64.5% | -2.6% | +20.3% |
| 5Y | +164.2% | +30.9% | +133.3% | +116.7% |
| All | +361.8% | +277.4% | +84.5% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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