+604.4%
PCAR vs BND
+76.8%
+527.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.6% |
| 30D | -6.2% | -0.4% | -5.9% | -6.4% |
| 3M | +5.9% | -0.6% | +6.5% | +5.5% |
| 6M | +0.4% | -1.4% | +1.8% | -0.6% |
| YTD | +14.8% | -0.2% | +15.1% | +14.6% |
| 1Y | +30.1% | +1.3% | +28.8% | +31.0% |
| 3Y | +66.7% | +13.2% | +53.5% | +80.6% |
| 5Y | +166.1% | -1.6% | +167.7% | +148.1% |
| 10Y | +353.7% | +15.5% | +338.2% | +428.6% |
| All | +604.4% | +76.8% | +527.7% | +1,370.5% |
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