+367.2%
PCAR vs BN
+267.0%
+100.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -0.5% | -2.5% | +2.0% | +0.6% |
| 30D | -6.2% | -9.5% | +3.3% | -2.2% |
| 3M | +5.9% | -10.4% | +16.3% | +10.9% |
| 6M | +0.4% | -6.4% | +6.8% | +2.8% |
| YTD | +14.8% | -11.9% | +26.7% | +20.0% |
| 1Y | +30.1% | -8.6% | +38.7% | +33.4% |
| 3Y | +66.7% | +77.6% | -10.9% | +24.7% |
| 5Y | +166.1% | +37.0% | +129.1% | +117.1% |
| All | +367.2% | +267.0% | +100.2% | +122.2% |
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