+362.4%
PCAR vs BNY
+416.3%
-53.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -0.9% |
| 30D | -6.4% | -0.2% | -6.2% | -6.3% |
| 3M | +4.7% | +14.9% | -10.3% | -2.8% |
| 6M | +4.5% | +40.0% | -35.5% | -12.1% |
| YTD | +13.0% | +42.0% | -29.0% | -6.0% |
| 1Y | +23.6% | +56.9% | -33.3% | -2.4% |
| 3Y | +60.7% | +289.9% | -229.1% | -21.2% |
| 5Y | +164.5% | +259.2% | -94.7% | +31.9% |
| All | +362.4% | +416.3% | -53.9% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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