+164.2%
PCAR vs BNY
+250.1%
-86.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | -7.3% | +1.4% | -8.7% | -7.9% |
| 3M | +7.8% | +16.8% | -9.0% | -0.1% |
| 6M | +3.6% | +42.0% | -38.4% | -12.5% |
| YTD | +12.9% | +41.9% | -29.1% | -5.0% |
| 1Y | +27.3% | +59.2% | -31.9% | +1.3% |
| 3Y | +61.9% | +290.9% | -229.0% | -17.0% |
| 5Y | +164.2% | +259.0% | -94.9% | +31.5% |
| All | +164.2% | +250.1% | -86.0% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling