+163.9%
PCAR vs BLK
+31.1%
+132.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | -0.2% | -2.7% | +2.5% | +1.1% |
| 30D | -6.9% | -4.8% | -2.1% | -4.8% |
| 3M | +2.1% | +6.5% | -4.4% | -1.3% |
| 6M | +1.6% | +13.2% | -11.6% | -4.9% |
| YTD | +12.2% | +1.8% | +10.4% | +10.1% |
| 1Y | +28.0% | -1.0% | +29.0% | +27.0% |
| 3Y | +61.0% | +66.0% | -5.0% | +23.1% |
| 5Y | +163.9% | +31.2% | +132.7% | +125.0% |
| All | +163.9% | +31.1% | +132.8% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling