+512.9%
PCAR vs BND
+75.9%
+436.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | +2.2% | -0.6% | +2.8% | +1.9% |
| 30D | +0.3% | +1.6% | -1.2% | +1.2% |
| 3M | -17.9% | -0.5% | -17.4% | -18.2% |
| 6M | -3.4% | -1.1% | -2.4% | -4.1% |
| YTD | -0.1% | -0.7% | +0.6% | -0.6% |
| 1Y | +13.4% | -0.7% | +14.1% | +12.8% |
| 3Y | +37.2% | +14.4% | +22.8% | +50.3% |
| 5Y | +117.3% | -1.1% | +118.4% | +104.1% |
| 10Y | +295.0% | +17.9% | +277.1% | +378.3% |
| All | +512.9% | +75.9% | +436.9% | +1,175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling