+15,068.3%
PCAR vs BN
+15,251.3%
-183.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.5% |
| 3Y | +66.7% | +77.6% | -10.9% | +24.8% |
| 5Y | +166.1% | +37.0% | +129.1% | +116.2% |
| 10Y | +353.7% | +266.4% | +87.3% | +127.7% |
| All | +15,068.3% | +15,251.3% | -183.0% | +2,934.8% |
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