+293.0%
PCAR vs BN
+289.4%
+3.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.2% | +2.0% |
| 7D | +2.9% | +3.6% | -0.7% | +1.3% |
| 30D | -2.1% | +15.9% | -18.0% | -8.3% |
| 3M | -20.4% | -2.3% | -18.0% | -19.8% |
| 6M | -7.0% | -8.4% | +1.4% | -3.8% |
| YTD | -2.6% | -5.9% | +3.2% | -1.3% |
| 1Y | +9.8% | -5.6% | +15.4% | +11.1% |
| 3Y | +37.3% | +104.2% | -67.0% | -3.2% |
| 5Y | +116.4% | +35.5% | +81.0% | +78.1% |
| 10Y | +293.0% | +285.2% | +7.7% | +85.7% |
| All | +293.0% | +289.4% | +3.6% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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