+14,800.7%
PCAR vs BNY
+8,076.8%
+6,723.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | 0.0% | +1.5% | -1.4% | -0.6% |
| 30D | -7.7% | +3.3% | -11.1% | -9.1% |
| 3M | +3.7% | +15.3% | -11.6% | -3.0% |
| 6M | +2.3% | +42.5% | -40.1% | -13.1% |
| YTD | +12.8% | +42.0% | -29.2% | -4.3% |
| 1Y | +27.8% | +59.3% | -31.5% | +2.8% |
| 3Y | +61.8% | +291.2% | -229.4% | -14.1% |
| 5Y | +168.2% | +252.1% | -83.9% | +46.6% |
| 10Y | +359.1% | +407.1% | -48.0% | +104.6% |
| All | +14,800.7% | +8,076.8% | +6,723.9% | +2,384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling