+12,304.7%
PCAR vs BN
+15,687.7%
-3,383.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | +0.1% | +5.3% | -5.3% | -2.3% |
| 30D | -4.6% | +11.9% | -16.5% | -9.3% |
| 3M | -22.6% | -5.7% | -16.8% | -20.8% |
| 6M | -12.0% | -10.6% | -1.4% | -8.0% |
| YTD | -6.1% | -9.4% | +3.3% | -3.2% |
| 1Y | +6.3% | -8.8% | +15.1% | +9.2% |
| 3Y | +31.8% | +95.6% | -63.8% | -5.2% |
| 5Y | +104.2% | +30.2% | +74.0% | +69.6% |
| 10Y | +302.9% | +277.0% | +25.9% | +99.4% |
| All | +12,304.7% | +15,687.7% | -3,383.0% | +2,346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling