+172.3%
PCAR vs BN
+37.9%
+134.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -0.5% | -2.5% | +2.0% | +0.4% |
| 30D | -6.2% | -9.5% | +3.3% | -2.7% |
| 3M | +5.9% | -10.4% | +16.3% | +10.3% |
| 6M | +0.4% | -6.4% | +6.8% | +2.5% |
| YTD | +14.8% | -11.9% | +26.7% | +19.4% |
| 1Y | +30.1% | -8.6% | +38.7% | +33.1% |
| 3Y | +66.7% | +77.6% | -10.9% | +31.3% |
| All | +172.3% | +37.9% | +134.4% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling