+4,664.9%
PCAR vs BLK
+13,188.7%
-8,523.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | 0.0% | -2.4% | +2.4% | +1.2% |
| 30D | -7.7% | -3.1% | -4.6% | -6.4% |
| 3M | +3.7% | +10.7% | -7.0% | -1.6% |
| 6M | +2.3% | +15.9% | -13.6% | -5.3% |
| YTD | +12.8% | +4.0% | +8.8% | +9.5% |
| 1Y | +27.8% | +1.3% | +26.5% | +25.5% |
| 3Y | +61.8% | +69.6% | -7.8% | +22.6% |
| 5Y | +168.2% | +33.8% | +134.4% | +122.4% |
| 10Y | +359.1% | +276.2% | +82.9% | +124.3% |
| All | +4,664.9% | +13,188.7% | -8,523.8% | +929.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling