+361.8%
PCAR vs BND
+15.0%
+346.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.6% | -0.9% | -0.6% | -1.4% |
| 30D | -7.3% | -1.0% | -6.3% | -7.1% |
| 3M | +7.8% | -1.2% | +9.0% | +8.1% |
| 6M | +3.6% | -2.0% | +5.6% | +4.0% |
| YTD | +12.9% | -1.2% | +14.0% | +13.2% |
| 1Y | +27.3% | -0.5% | +27.8% | +27.5% |
| 3Y | +61.9% | +12.4% | +49.5% | +60.0% |
| 5Y | +164.2% | -2.5% | +166.6% | +155.1% |
| All | +361.8% | +15.0% | +346.8% | +410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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