+278.2%
PCAR vs BP
+124.7%
+153.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.8% | -6.3% | +10.1% | +5.7% |
| 30D | -2.0% | -3.6% | +1.6% | -1.2% |
| 3M | -19.1% | +5.2% | -24.3% | -20.7% |
| 6M | -6.8% | +5.3% | -12.1% | -9.3% |
| YTD | -2.5% | +33.1% | -35.6% | -12.8% |
| 1Y | +9.7% | +26.3% | -16.6% | -0.4% |
| 3Y | +34.0% | +47.5% | -13.6% | +13.7% |
| 5Y | +113.3% | +106.2% | +7.2% | +57.2% |
| 10Y | +278.2% | +127.0% | +151.2% | +155.3% |
| All | +278.2% | +124.7% | +153.5% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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