+108.9%
PCAR vs BOXX
+18.4%
+90.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.5% |
| 30D | -7.3% | +0.3% | -7.6% | -7.1% |
| 3M | +7.8% | +1.0% | +6.8% | +8.3% |
| 6M | +3.6% | +1.9% | +1.6% | +4.6% |
| YTD | +12.9% | +2.6% | +10.2% | +14.3% |
| 1Y | +27.3% | +4.0% | +23.3% | +31.0% |
| 3Y | +61.9% | +14.6% | +47.3% | +135.8% |
| All | +108.9% | +18.4% | +90.4% | +413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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